ranger_fun: Augment data and estimate ranger model
In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project

Augment data and estimate ranger model

1	ranger_fun(model_sample, seed = 777, target = "value", h = 1)

`model_sample`	tsibble that will be augmented with trend etc
`seed`	random seed
`target`	name of the target variable
`h`	forecasting horizon

Augment data and estimate random forest (ranger) model. Trend, fourier terms, lags are added before estimation of lasso model.

ranger model

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test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts)
model = ranger_fun(test_tsibble)

kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.

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