fit_forecast_model: Fit forecast model to data

In caldwellst/augury: Provides Streamlined Methods for Data Imputation and Forecasting for WHO DDI Statistics

Fit forecast model to data

Description

Used within predict_forecast(), this function fits the model to the data frame, working whether the model is being fit across the entire data frame or being fit to each group individually. Data is filtered prior to fitting, model(s) are fit, and then fitted values are generated on the original.

Usage

fit_forecast_model(
  df,
  forecast_function,
  response,
  ...,
  test_col,
  group_col,
  group_models,
  obs_filter,
  sort_col,
  sort_descending,
  pred_col,
  pred_upper_col,
  pred_lower_col,
  filter_na,
  ret
)

Arguments

df	Data frame of model data.
forecast_function	An R function that outputs a forecast object coming from the forecast package. You can directly pass forecast::forecast() to the function, or you can pass other wrappers to it such as forecast::holt() or forecast::ses().
response	Column name of response variable to be used as the input to the forecast function.
...	Additional arguments passed to the forecast function.
test_col	Name of logical column specifying which response values to remove for testing the model's predictive accuracy. If NULL, ignored. See model_error() for details on the methods and metrics returned.
group_col	Column name(s) of group(s) to use in dplyr::group_by() when supplying type, calculating mean absolute scaled error on data involving time series, and if group_models, then fitting and predicting models too. If NULL, not used. Defaults to "iso3".
group_models	Logical, if TRUE, fits and predicts models individually onto each group_col. If FALSE, a general model is fit across the entire data frame.
obs_filter	String value of the form "⁠logical operator⁠ integer" that specifies the number of observations required to fit the model and replace observations with predicted values. This is done in conjunction with group_col. So, if group_col = "iso3" and obs_filter = ">= 5", then for this model, predictions will only be used for iso3 vales that have 5 or more observations. Possible logical operators to use are >, >=, <, <=, ==, and !=. If `group_models = FALSE`, then `obs_filter` is only used to determine when predicted values replace observed values but **is not** used to restrict values from being used in model fitting. If `group_models = TRUE`, then a model is only fit for a group if they meet the `obs_filter` requirements. This provides speed benefits, particularly when running INLA time series using `predict_inla()`.
sort_col	Column name of column to arrange data by in dplyr::arrange(), prior to filtering for latest contiguous time series and producing the forecast. Not used if NULL, defaults to "year".
sort_descending	Logical value on whether the sorted values from sort_col should be sorted in descending order. Defaults to FALSE.
pred_col	Column name to store predicted value.
pred_upper_col	Column name to store upper bound of confidence interval generated by the predict_... function. This stores the full set of generated values for the upper bound.
pred_lower_col	Column name to store lower bound of confidence interval generated by the predict_... function. This stores the full set of generated values for the lower bound.
filter_na	Character value specifying how, if at all, to filter NA values from the dataset prior to applying the model. By default, all observations with missing values are removed, although it can also remove rows only if they have missing dependent or independent variables, or no filtering at all.
ret	Character vector specifying what values the function returns. Defaults to returning a data frame, but can return a vector of model error, the model itself or a list with all 3 as components.

Details

If fitting models individually to each group, mdl will never be returned, as as these are instead a large list of models. Otherwise, a list of mdl and df is returned and used within predict_inla().

Value

List of mdl (fitted model) and df (data frame with fitted values and confidence bounds generated from the model).

caldwellst/augury documentation built on Oct. 10, 2024, 8:20 a.m.