ts_model_rank_tbl: Model Rank

In spsanderson/healthyR.ts: The Time Series Modeling Companion to 'healthyR'

Model Rank

Description

This takes in a calibration tibble and computes the ranks of the models inside of it.

Usage

ts_model_rank_tbl(.calibration_tbl)

Arguments

.calibration_tbl

A calibrated modeltime table.

Details

This takes in a calibration tibble and computes the ranks of the models inside of it. It computes for now only the default yardstick metrics from modeltime These are the following using the dplyr min_rank() function with desc use on rsq:

• "rmse"

• "mae"

• "mape"

• "smape"

• "rsq"

Value

A tibble with models ranked by metric performance order

Author(s)

Steven P. Sanderson II, MPH

See Also

Other Utility: auto_stationarize(), calibrate_and_plot(), internal_ts_backward_event_tbl(), internal_ts_both_event_tbl(), internal_ts_forward_event_tbl(), model_extraction_helper(), ts_get_date_columns(), ts_info_tbl(), ts_is_date_class(), ts_lag_correlation(), ts_model_auto_tune(), ts_model_compare(), ts_model_spec_tune_template(), ts_qq_plot(), ts_scedacity_scatter_plot(), ts_to_tbl(), util_difflog_ts(), util_doublediff_ts(), util_doubledifflog_ts(), util_log_ts(), util_singlediff_ts()

Examples

# NOT RUN
## Not run: 
suppressPackageStartupMessages(library(dplyr))
suppressPackageStartupMessages(library(timetk))
suppressPackageStartupMessages(library(modeltime))
suppressPackageStartupMessages(library(rsample))
suppressPackageStartupMessages(library(workflows))
suppressPackageStartupMessages(library(parsnip))
suppressPackageStartupMessages(library(recipes))

data_tbl <- ts_to_tbl(AirPassengers) %>%
  select(-index)

splits <- time_series_split(
  data_tbl,
  date_var = date_col,
  assess = "12 months",
  cumulative = TRUE
)

rec_obj <- recipe(value ~ ., training(splits))

model_spec_arima <- arima_reg() %>%
  set_engine(engine = "auto_arima")

model_spec_mars <- mars(mode = "regression") %>%
  set_engine("earth")

wflw_fit_arima <- workflow() %>%
  add_recipe(rec_obj) %>%
  add_model(model_spec_arima) %>%
  fit(training(splits))

wflw_fit_mars <- workflow() %>%
  add_recipe(rec_obj) %>%
  add_model(model_spec_mars) %>%
  fit(training(splits))

model_tbl <- modeltime_table(wflw_fit_arima, wflw_fit_mars)

calibration_tbl <- model_tbl %>%
  modeltime_calibrate(new_data = testing(splits))

ts_model_rank_tbl(calibration_tbl)


## End(Not run)

spsanderson/healthyR.ts documentation built on Jan. 19, 2024, 10:02 p.m.