ts_auto_theta: Boilerplate Workflow

In healthyR.ts: The Time Series Modeling Companion to 'healthyR'

Boilerplate Workflow

Description

This is a boilerplate function to create automatically the following:

• recipe

• model specification

• workflow

• calibration tibble and plot

Usage

ts_auto_theta(
  .data,
  .date_col,
  .value_col,
  .rsamp_obj,
  .prefix = "ts_theta",
  .bootstrap_final = FALSE
)

Arguments

.data	The data being passed to the function. The time-series object.
.date_col	The column that holds the datetime.
.value_col	The column that has the value
.rsamp_obj	The splits object
.prefix	Default is ts_theta
.bootstrap_final	Not yet implemented.

Details

This uses the forecast::thetaf() for the parsnip engine. This model does not use exogenous regressors, so only a univariate model of: value ~ date will be used from the .date_col and .value_col that you provide.

Value

A list

Author(s)

Steven P. Sanderson II, MPH

See Also

https://business-science.github.io/modeltime/reference/exp_smoothing.html#engine-details

https://pkg.robjhyndman.com/forecast/reference/thetaf.html

Other Boiler_Plate: ts_auto_arima(), ts_auto_arima_xgboost(), ts_auto_croston(), ts_auto_exp_smoothing(), ts_auto_glmnet(), ts_auto_lm(), ts_auto_mars(), ts_auto_nnetar(), ts_auto_prophet_boost(), ts_auto_prophet_reg(), ts_auto_smooth_es(), ts_auto_svm_poly(), ts_auto_svm_rbf(), ts_auto_xgboost()

Other exp_smoothing: ts_auto_croston(), ts_auto_exp_smoothing(), ts_auto_smooth_es()

Examples

library(dplyr)
library(timetk)
library(modeltime)

data <- AirPassengers %>%
  ts_to_tbl() %>%
  select(-index)

splits <- time_series_split(
  data
  , date_col
  , assess = 12
  , skip = 3
  , cumulative = TRUE
)

ts_theta <- ts_auto_theta(
  .data = data,
  .date_col = date_col,
  .value_col = value,
  .rsamp_obj = splits
)

ts_theta$recipe_info

healthyR.ts documentation built on Oct. 12, 2024, 1:08 a.m.