BSTS implementation in R

I'm attempting a BSTS model on a multivariate time series. I have a csv file with a bunch of columns and I want to predict one column while using a subset of the remaining columns as regressors.

I've been pretty confused on how to do this and I'd appreciate any help. One thing I tried is to define a variable and assign it to the column I'm trying to predict. I only pick about three fourths of the values in the column (training set) and then use generic code to run the model.

Now I want to find MAPE. But nothing works. bsts is its own kind of object so I pass it through the accuracy function? What to do?

I copied the following function from YouTube:

model3 - bsts(w ~ .,

           state.specification = ss,

           niter = 1000,

           data = ....,

           expected.model.size = 5) 

I'm confused as to I should put for data. w is a subset(training part) a column of numerical values turned into a time series. Using the original dataframe from which w came from- even if I make it the same height as w

Topic bayesian-networks

Category Data Science

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