recipe_helpers: Developer Tools for processing XREGS (Regressors)

In modeltime: The Tidymodels Extension for Time Series Modeling

Developer Tools for processing XREGS (Regressors)

Description

Wrappers for using recipes::bake and recipes::juice to process data returning data in either ⁠data frame⁠ or matrix format (Common formats needed for machine learning algorithms).

Usage

juice_xreg_recipe(recipe, format = c("tbl", "matrix"))

bake_xreg_recipe(recipe, new_data, format = c("tbl", "matrix"))

Arguments

recipe	A prepared recipe
format	One of: tbl: Returns a tibble (data.frame) matrix: Returns a matrix
new_data	Data to be processed by a recipe

Value

Data in either the tbl (data.frame) or matrix formats

Examples

library(dplyr)
library(timetk)
library(recipes)
library(lubridate)

predictors <- m4_monthly %>%
    filter(id == "M750") %>%
    select(-value) %>%
    mutate(month = month(date, label = TRUE))
predictors

# Create default recipe
xreg_recipe_spec <- create_xreg_recipe(predictors, prepare = TRUE)

# Extracts the preprocessed training data from the recipe (used in your fit function)
juice_xreg_recipe(xreg_recipe_spec)

# Applies the prepared recipe to new data (used in your predict function)
bake_xreg_recipe(xreg_recipe_spec, new_data = predictors)

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