This is a boilerplate function to create automatically the following:
recipe
model specification
workflow
tuned model (grid ect)
calibration tibble and plot
Usage
ts_auto_prophet_boost(
.data,
.date_col,
.value_col,
.formula,
.rsamp_obj,
.prefix = "ts_prophet_boost",
.tune = TRUE,
.grid_size = 10,
.num_cores = 1,
.cv_assess = 12,
.cv_skip = 3,
.cv_slice_limit = 6,
.best_metric = "rmse",
.bootstrap_final = FALSE
)Arguments
- .data
The data being passed to the function. The time-series object.
- .date_col
The column that holds the datetime.
- .value_col
The column that has the value
- .formula
The formula that is passed to the recipe like
value ~ .- .rsamp_obj
The rsample splits object
- .prefix
Default is
ts_prophet_boost- .tune
Defaults to TRUE, this creates a tuning grid and tuned model.
- .grid_size
If
.tuneis TRUE then the.grid_sizeis the size of the tuning grid.- .num_cores
How many cores do you want to use. Default is 1
- .cv_assess
How many observations for assess. See
timetk::time_series_cv()- .cv_skip
How many observations to skip. See
timetk::time_series_cv()- .cv_slice_limit
How many slices to return. See
timetk::time_series_cv()- .best_metric
Default is "rmse". See
modeltime::default_forecast_accuracy_metric_set()- .bootstrap_final
Not yet implemented.
Details
This uses the modeltime::prophet_boost() function with the engine
set to prophet_xgboost.
See also
https://business-science.github.io/modeltime/reference/prophet_boost.html
Other Boiler_Plate:
ts_auto_arima_xgboost(),
ts_auto_arima(),
ts_auto_croston(),
ts_auto_exp_smoothing(),
ts_auto_glmnet(),
ts_auto_lm(),
ts_auto_mars(),
ts_auto_nnetar(),
ts_auto_prophet_reg(),
ts_auto_smooth_es(),
ts_auto_svm_poly(),
ts_auto_svm_rbf(),
ts_auto_theta(),
ts_auto_xgboost()
Other prophet:
ts_auto_prophet_reg()
Examples
# \donttest{
library(dplyr)
library(timetk)
library(modeltime)
data <- AirPassengers %>%
ts_to_tbl() %>%
select(-index)
splits <- time_series_split(
data
, date_col
, assess = 12
, skip = 3
, cumulative = TRUE
)
ts_prophet_boost <- ts_auto_prophet_boost(
.data = data,
.num_cores = 2,
.date_col = date_col,
.value_col = value,
.rsamp_obj = splits,
.formula = value ~ .,
.grid_size = 5
)
#> `geom_smooth()` using method = 'loess' and formula = 'y ~ x'
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 5.945
#> Warning: neighborhood radius 5.055
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 36.663
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 51.035
#> Warning: neighborhood radius 832.97
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.0212e+05
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -8.5888
#> Warning: neighborhood radius 3.5919
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 13.131
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.865
#> Warning: neighborhood radius 10.135
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 293.61
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -9.2437
#> Warning: neighborhood radius 5.1152
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 19.686
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.825
#> Warning: neighborhood radius 15.175
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 407.03
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4674
#> Warning: neighborhood radius 1.5112
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.7415
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4855
#> Warning: neighborhood radius 2.42
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 2.1777
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.3534
#> Warning: neighborhood radius 1.4506
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 8.3169
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 0.59905
#> Warning: neighborhood radius 0.15793
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 0.019765
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 2.94
#> Warning: neighborhood radius 5.06
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 49.844
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 5.945
#> Warning: neighborhood radius 5.055
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 36.663
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 51.035
#> Warning: neighborhood radius 832.97
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.0212e+05
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -8.5888
#> Warning: neighborhood radius 3.5919
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 13.131
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.865
#> Warning: neighborhood radius 10.135
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 293.61
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -9.2437
#> Warning: neighborhood radius 5.1152
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 19.686
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.825
#> Warning: neighborhood radius 15.175
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 407.03
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4674
#> Warning: neighborhood radius 1.5112
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.7415
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4855
#> Warning: neighborhood radius 2.42
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 2.1777
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.3534
#> Warning: neighborhood radius 1.4506
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 8.3169
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 0.59905
#> Warning: neighborhood radius 0.15793
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 0.019765
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 2.94
#> Warning: neighborhood radius 5.06
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 49.844
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 5.945
#> Warning: neighborhood radius 5.055
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 36.663
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 51.035
#> Warning: neighborhood radius 832.97
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.0212e+05
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -8.5888
#> Warning: neighborhood radius 3.5919
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 13.131
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.865
#> Warning: neighborhood radius 10.135
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 293.61
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -9.2437
#> Warning: neighborhood radius 5.1152
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 19.686
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.825
#> Warning: neighborhood radius 15.175
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 407.03
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4674
#> Warning: neighborhood radius 1.5112
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.7415
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4855
#> Warning: neighborhood radius 2.42
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 2.1777
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.3534
#> Warning: neighborhood radius 1.4506
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 8.3169
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 0.59905
#> Warning: neighborhood radius 0.15793
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 0.019765
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 2.94
#> Warning: neighborhood radius 5.06
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 49.844
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 5.945
#> Warning: neighborhood radius 5.055
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 36.663
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 51.035
#> Warning: neighborhood radius 832.97
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.0212e+05
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -8.5888
#> Warning: neighborhood radius 3.5919
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 13.131
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.865
#> Warning: neighborhood radius 10.135
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 293.61
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -9.2437
#> Warning: neighborhood radius 5.1152
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 19.686
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.825
#> Warning: neighborhood radius 15.175
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 407.03
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4674
#> Warning: neighborhood radius 1.5112
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.7415
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4855
#> Warning: neighborhood radius 2.42
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 2.1777
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.3534
#> Warning: neighborhood radius 1.4506
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 8.3169
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 0.59905
#> Warning: neighborhood radius 0.15793
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 0.019765
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 2.94
#> Warning: neighborhood radius 5.06
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 49.844
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 5.945
#> Warning: neighborhood radius 5.055
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 36.663
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 51.035
#> Warning: neighborhood radius 832.97
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.0212e+05
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -8.5888
#> Warning: neighborhood radius 3.5919
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 13.131
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.865
#> Warning: neighborhood radius 10.135
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 293.61
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -9.2437
#> Warning: neighborhood radius 5.1152
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 19.686
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.825
#> Warning: neighborhood radius 15.175
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 407.03
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4674
#> Warning: neighborhood radius 1.5112
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.7415
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4855
#> Warning: neighborhood radius 2.42
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 2.1777
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.3534
#> Warning: neighborhood radius 1.4506
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 8.3169
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 0.59905
#> Warning: neighborhood radius 0.15793
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 0.019765
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 2.94
#> Warning: neighborhood radius 5.06
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 49.844
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 5.945
#> Warning: neighborhood radius 5.055
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 36.663
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 51.035
#> Warning: neighborhood radius 832.97
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.0212e+05
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -8.5888
#> Warning: neighborhood radius 3.5919
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 13.131
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.865
#> Warning: neighborhood radius 10.135
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 293.61
#> Warning: Chernobyl! trL>n 5
#> Warning: Chernobyl! trL>n 5
#> Warning: NaNs produced
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -9.2437
#> Warning: neighborhood radius 5.1152
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 19.686
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 7.825
#> Warning: neighborhood radius 15.175
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 407.03
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4674
#> Warning: neighborhood radius 1.5112
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 6.7415
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.4855
#> Warning: neighborhood radius 2.42
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 2.1777
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at -2.3534
#> Warning: neighborhood radius 1.4506
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 8.3169
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 0.59905
#> Warning: neighborhood radius 0.15793
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 0.019765
#> Warning: span too small. fewer data values than degrees of freedom.
#> Warning: pseudoinverse used at 2.94
#> Warning: neighborhood radius 5.06
#> Warning: reciprocal condition number 0
#> Warning: There are other near singularities as well. 49.844
ts_prophet_boost$recipe_info
#> $recipe_call
#> recipe(.data = data, .date_col = date_col, .value_col = value,
#> .formula = value ~ ., .rsamp_obj = splits, .grid_size = 5,
#> .num_cores = 2)
#>
#> $recipe_syntax
#> [1] "ts_prophet_boost_recipe <-"
#> [2] "\n recipe(.data = data, .date_col = date_col, .value_col = value, .formula = value ~ \n ., .rsamp_obj = splits, .grid_size = 5, .num_cores = 2)"
#>
#> $rec_obj
#>
#> ── Recipe ──────────────────────────────────────────────────────────────────────
#>
#> ── Inputs
#> Number of variables by role
#> outcome: 1
#> predictor: 1
#>
#> ── Operations
#> • Timeseries signature features from: date_col
#> • Holiday signature features from: date_col
#> • Novel factor level assignment for: recipes::all_nominal_predictors()
#> • Variable mutation for: tidyselect::vars_select_helpers$where(is.character)
#> • Dummy variables from: recipes::all_nominal()
#> • Zero variance filter on: recipes::all_predictors(), -date_col_index.num
#> • Centering and scaling for: recipes::all_numeric_predictors()
#>
# }