In JSzitas/soothsayer: Tidy Time Series Forecast Model Selection

knitr::opts_chunk$set(echo = TRUE)

Forecast accuracies

This explores the accuracies recovered from the forecasts.

qs::qread( "experiments/accuracies_1_2021-10-25_1.qs" ) -> accuracies1
qs::qread( "experiments/accuracies_2_2021-10-25_1.qs" ) -> accuracies2


accuracies <- dplyr::bind_rows(accuracies1, accuracies2)

Accuracy corrplot:

dplyr::select_if(accuracies, is.double) %>%
  dplyr::select_if( ~!all(is.nan(.x)) ) %>%
  dplyr::filter( dplyr::across( dplyr::everything(), ~!is.infinite(.x)) ) %>%
  cor(use = "pairwise.complete.obs") %>%
  corrplot::corrplot()