[R] caret package for time series applications

zubin binabina at bellsouth.net
Thu Oct 1 20:56:45 CEST 2009

Hello, I have some time series applications, where i have a large set of 
X variables (hundreds) and thousands of time data points (sampling every 

I like to use the caret package to support the analysis, variable 
selection and model selection.  However, reading the documentation, it 
looks like caret uses resampling methods.  Not sure if these methods 
work with time series, as you need  a block bootstrap or such. 

My question:  Does the caret package support the usage of time series data?

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