modeltime_nested_select_best: Select the Best Models from Nested Modeltime Table

In modeltime: The Tidymodels Extension for Time Series Modeling

Select the Best Models from Nested Modeltime Table

Description

Finds the best models for each time series group in a Nested Modeltime Table using a metric that the user specifies.

• Logs the best results, which can be accessed with extract_nested_best_model_report()

• If filter_test_forecasts = TRUE, updates the test forecast log, which can be accessed extract_nested_test_forecast()

Usage

modeltime_nested_select_best(
  object,
  metric = "rmse",
  minimize = TRUE,
  filter_test_forecasts = TRUE
)

Arguments

object	A Nested Modeltime Table
metric	A metric to minimize or maximize. By default available metrics are: "rmse" (default) "mae" "mape" "mase" "smape" "rsq"
minimize	Whether to minimize or maximize. Default: TRUE (minimize).
filter_test_forecasts	Whether or not to update the test forecast log to filter only the best forecasts. Default: TRUE.

modeltime documentation built on Oct. 23, 2024, 1:07 a.m.