Nothing
## ---- include = FALSE---------------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
warning = FALSE,
message = FALSE,
fig.align = "center",
out.width = "90%",
fig.width = 7,
fig.height = 5
)
## ---- echo=F------------------------------------------------------------------
library(tidyverse)
library(modeltime)
modeltime_forecast_tbl <- read_rds("modeltime_forecast_tbl.rds")
modeltime_forecast_tbl %>%
plot_modeltime_forecast(
.facet_ncol = 2,
.facet_scales = "free",
.interactive = FALSE
)
## ----setup--------------------------------------------------------------------
library(modeltime.gluonts)
library(tidymodels)
library(tidyverse)
library(timetk)
## ---- eval=F------------------------------------------------------------------
# install_gluonts()
## -----------------------------------------------------------------------------
data <- m4_hourly %>%
select(id, date, value) %>%
group_by(id) %>%
mutate(value = standardize_vec(value)) %>%
ungroup()
data
## -----------------------------------------------------------------------------
HORIZON <- 24*7
new_data <- data %>%
group_by(id) %>%
future_frame(.length_out = HORIZON) %>%
ungroup()
new_data
## ---- eval = FALSE------------------------------------------------------------
# model_fit_nbeats_ensemble <- nbeats(
# id = "id",
# freq = "H",
# prediction_length = HORIZON,
# lookback_length = c(HORIZON, 4*HORIZON),
# epochs = 5,
# num_batches_per_epoch = 15,
# batch_size = 1
# ) %>%
# set_engine("gluonts_nbeats_ensemble") %>%
# fit(value ~ date + id, data)
## ---- eval=F------------------------------------------------------------------
# model_fit_nbeats_ensemble
## ---- echo=F------------------------------------------------------------------
knitr::include_graphics("nbeats_model.jpg")
## ---- eval=F------------------------------------------------------------------
# modeltime_forecast_tbl <- modeltime_table(
# model_fit_nbeats_ensemble
# ) %>%
# modeltime_forecast(
# new_data = new_data,
# actual_data = data,
# keep_data = TRUE
# ) %>%
# group_by(id)
## -----------------------------------------------------------------------------
modeltime_forecast_tbl %>%
plot_modeltime_forecast(
.conf_interval_show = FALSE,
.facet_ncol = 2,
.facet_scales = "free",
.interactive = FALSE
)
## ---- eval = FALSE------------------------------------------------------------
# model_fit_nbeats_ensemble %>%
# save_gluonts_model(path = "nbeats_ensemble_model", overwrite = TRUE)
## ---- eval=FALSE--------------------------------------------------------------
# model_fit_nbeats_ensemble <- load_gluonts_model("nbeats_ensemble_model")
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