build random forest classifier

train a random forest model and predict forecast-models for new series

build_rf(
  training_set,
  testset = FALSE,
  rf_type = c("ru", "rcp"),
  ntree,
  seed,
  import = FALSE,
  mtry = 8
)

Arguments

training_set

data frame of features and class labels
testset

features of new time series, default FALSE if a testset is not available
rf_type

whether ru(random forest based on unbiased sample) or rcp(random forest based on class priors)
ntree

number of trees in the forest
seed

a value for seed
import

Should importance of predictors be assessed?, TRUE of FALSE
mtry

number of features to be selected at each node

Value

a list containing the random forest and forecast-models for new series