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Time Series Model Spec Template

Source: R/ts-tune-spec-template.R
ts_model_spec_tune_template.Rd

This function will create a generic tuneable model specification, this function can be used by itself and is called internally by ts_model_auto_tune().

Usage

ts_model_spec_tune_template(.parsnip_engine = NULL, .model_spec_class = NULL)

Arguments

.parsnip_engine

The model engine that is used by parsnip::set_engine().

.model_spec_class

The model spec class that is use by parsnip. For example the 'kernlab' engine can use both svm_poly and svm_rbf.

Value

A tuneable parsnip model specification.

Details

This function takes in a single parameter and uses that to output a generic tuneable model specification. This function can work with the following parsnip/modeltime engines:

  • "auto_arima"

  • "auto_arima_xgboost"

  • "ets"

  • "croston"

  • "theta"

  • "smooth_es"

  • "stlm_ets"

  • "tbats"

  • "stlm_arima"

  • "nnetar"

  • "prophet"

  • "prophet_xgboost"

  • "lm"

  • "glmnet"

  • "stan"

  • "spark"

  • "keras"

  • "earth"

  • "xgboost"

  • "kernlab"

See also

Other Model Tuning: ts_model_auto_tune()

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_rank_tbl(), 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()

Author

Steven P. Sanderson II, MPH

Examples

ts_model_spec_tune_template("ets")
#> Exponential Smoothing State Space Model Specification (regression)
#> 
#> Main Arguments:
#>   seasonal_period = auto
#>   error = auto
#>   trend = auto
#>   season = auto
#>   damping = auto
#>   smooth_level = tune::tune()
#>   smooth_trend = tune::tune()
#>   smooth_seasonal = tune::tune()
#> 
#> Computational engine: ets 
#> 
ts_model_spec_tune_template("prophet")
#> PROPHET Regression Model Specification (regression)
#> 
#> Main Arguments:
#>   changepoint_num = tune::tune()
#>   changepoint_range = tune::tune()
#>   seasonality_yearly = auto
#>   seasonality_weekly = auto
#>   seasonality_daily = auto
#>   prior_scale_changepoints = tune::tune()
#>   prior_scale_seasonality = tune::tune()
#>   prior_scale_holidays = tune::tune()
#> 
#> Computational engine: prophet 
#>