prophet_fit_impl: Low-Level PROPHET function for translating modeltime to...

View source: R/parsnip-prophet_reg.R

prophet_fit_implR Documentation

Low-Level PROPHET function for translating modeltime to PROPHET

Description

Low-Level PROPHET function for translating modeltime to PROPHET

Usage

prophet_fit_impl(
  x,
  y,
  growth = "linear",
  n.changepoints = 25,
  changepoint.range = 0.8,
  yearly.seasonality = "auto",
  weekly.seasonality = "auto",
  daily.seasonality = "auto",
  seasonality.mode = "additive",
  changepoint.prior.scale = 0.05,
  seasonality.prior.scale = 10,
  holidays.prior.scale = 10,
  regressors.prior.scale = 10000,
  regressors.standardize = "auto",
  regressors.mode = NULL,
  logistic_cap = NULL,
  logistic_floor = NULL,
  ...
)

Arguments

x

A dataframe of xreg (exogenous regressors)

y

A numeric vector of values to fit

growth

String 'linear', 'logistic', or 'flat' to specify a linear, logistic or flat trend.

n.changepoints

Number of potential changepoints to include. Not used if input 'changepoints' is supplied. If 'changepoints' is not supplied, then n.changepoints potential changepoints are selected uniformly from the first 'changepoint.range' proportion of df$ds.

changepoint.range

Proportion of history in which trend changepoints will be estimated. Defaults to 0.8 for the first 80 'changepoints' is specified.

yearly.seasonality

Fit yearly seasonality. Can be 'auto', TRUE, FALSE, or a number of Fourier terms to generate.

weekly.seasonality

Fit weekly seasonality. Can be 'auto', TRUE, FALSE, or a number of Fourier terms to generate.

daily.seasonality

Fit daily seasonality. Can be 'auto', TRUE, FALSE, or a number of Fourier terms to generate.

seasonality.mode

'additive' (default) or 'multiplicative'.

changepoint.prior.scale

Parameter modulating the flexibility of the automatic changepoint selection. Large values will allow many changepoints, small values will allow few changepoints.

seasonality.prior.scale

Parameter modulating the strength of the seasonality model. Larger values allow the model to fit larger seasonal fluctuations, smaller values dampen the seasonality. Can be specified for individual seasonalities using add_seasonality.

holidays.prior.scale

Parameter modulating the strength of the holiday components model, unless overridden in the holidays input.

regressors.prior.scale

Float scale for the normal prior. Default is 10,000. Gets passed to prophet::add_regressor(prior.scale)

regressors.standardize

Bool, specify whether this regressor will be standardized prior to fitting. Can be 'auto' (standardize if not binary), True, or False. Gets passed to prophet::add_regressor(standardize).

regressors.mode

Optional, 'additive' or 'multiplicative'. Defaults to seasonality.mode.

logistic_cap

When growth is logistic, the upper-bound for "saturation".

logistic_floor

When growth is logistic, the lower-bound for "saturation".

...

Additional arguments passed to prophet::prophet


modeltime documentation built on Sept. 2, 2023, 5:06 p.m.