Auto PROPHET Regression Workflowset Function

Usage

ts_wfs_prophet_reg(
  .model_type = "all_engines",
  .recipe_list,
  .growth = NULL,
  .changepoint_num = 25,
  .changepoint_range = 0.8,
  .seasonality_yearly = "auto",
  .seasonality_weekly = "auto",
  .seasonality_daily = "auto",
  .season = "additive",
  .prior_scale_changepoints = 25,
  .prior_scale_seasonality = 1,
  .prior_scale_holidays = 1,
  .logistic_cap = NULL,
  .logistic_floor = NULL,
  .trees = 50,
  .min_n = 10,
  .tree_depth = 5,
  .learn_rate = 0.01,
  .loss_reduction = NULL,
  .stop_iter = NULL
)

Arguments

.model_type

This is where you will set your engine. It uses modeltime::prophet_reg() under the hood and can take one of the following:

• "prophet" Or modeltime::prophet_boost() under the hood and can take one of the following:

• "prophet_xgboost" You can also choose:

• "all_engines" - This will make a model spec for all available engines.

.recipe_list

You must supply a list of recipes. list(rec_1, rec_2, ...)

.growth

String 'linear' or 'logistic' to specify a linear or logistic trend.

.changepoint_num

Number of potential changepoints to include for modeling trend.

.changepoint_range

Adjusts the flexibility of the trend component by limiting to a percentage of data before the end of the time series. 0.80 means that a changepoint cannot exist after the first 80% of the data.

.seasonality_yearly

One of "auto", TRUE or FALSE. Set to FALSE for prophet_xgboost. Toggles on/off a seasonal component that models year-over-year seasonality.

.seasonality_weekly

One of "auto", TRUE or FALSE. Toggles on/off a seasonal component that models week-over-week seasonality. Set to FALSE for prophet_xgboost

.seasonality_daily

One of "auto", TRUE or FALSE. Toggles on/off a seasonal componet that models day-over-day seasonality. Set to FALSE for prophet_xgboost

.season

'additive' (default) or 'multiplicative'.

.prior_scale_changepoints

Parameter modulating the flexibility of the automatic changepoint selection. Large values will allow many changepoints, small values will allow few changepoints.

.prior_scale_seasonality

Parameter modulating the strength of the seasonality model. Larger values allow the model to fit larger seasonal fluctuations, smaller values dampen the seasonality.

.prior_scale_holidays

Parameter modulating the strength of the holiday components model, unless overridden in the holidays input.

.logistic_cap

When growth is logistic, the upper-bound for "saturation".

.logistic_floor

When growth is logistic, the lower-bound for "saturation"

.trees

An integer for the number of trees contained in the ensemble.

.min_n

An integer for the minimum number of data points in a node that is required for the node to be split further.

.tree_depth

An integer for the maximum depth of the tree (i.e. number of splits) (specific engines only).

.learn_rate

A number for the rate at which the boosting algorithm adapts from iteration-to-iteration (specific engines only).

.loss_reduction

A number for the reduction in the loss function required to split further (specific engines only).

.stop_iter

The number of iterations without improvement before stopping (xgboost only).

Value

Returns a workflowsets object.

Details

This function expects to take in the recipes that you want to use in the modeling process. This is an automated workflow process. There are sensible defaults set for the prophet and prophet_xgboost model specification, but if you choose you can set them yourself if you have a good understanding of what they should be.

See also

Author

Steven P. Sanderson II, MPH

Examples

suppressPackageStartupMessages(library(modeltime))
suppressPackageStartupMessages(library(timetk))
suppressPackageStartupMessages(library(dplyr))
suppressPackageStartupMessages(library(rsample))

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

splits <- time_series_split(
   data
  , date_col
  , assess = 12
  , skip = 3
  , cumulative = TRUE
)

rec_objs <- ts_auto_recipe(
 .data = training(splits)
 , .date_col = date_col
 , .pred_col = value
)

wf_sets <- ts_wfs_prophet_reg("all_engines", rec_objs)
wf_sets
#> # A workflow set/tibble: 8 × 4
#>   wflow_id                           info             option    result    
#>   <chr>                              <list>           <list>    <list>    
#> 1 rec_base_prophet_reg               <tibble [1 × 4]> <opts[0]> <list [0]>
#> 2 rec_base_prophet_boost             <tibble [1 × 4]> <opts[0]> <list [0]>
#> 3 rec_date_prophet_reg               <tibble [1 × 4]> <opts[0]> <list [0]>
#> 4 rec_date_prophet_boost             <tibble [1 × 4]> <opts[0]> <list [0]>
#> 5 rec_date_fourier_prophet_reg       <tibble [1 × 4]> <opts[0]> <list [0]>
#> 6 rec_date_fourier_prophet_boost     <tibble [1 × 4]> <opts[0]> <list [0]>
#> 7 rec_date_fourier_nzv_prophet_reg   <tibble [1 × 4]> <opts[0]> <list [0]>
#> 8 rec_date_fourier_nzv_prophet_boost <tibble [1 × 4]> <opts[0]> <list [0]>