Preps various aspects of run before training models. Things like train/test splits, creating hyperparameters, etc.
prep_models(
run_info,
back_test_scenarios = NULL,
back_test_spacing = NULL,
models_to_run = NULL,
models_not_to_run = NULL,
run_ensemble_models = TRUE,
pca = NULL,
num_hyperparameters = 10,
seed = 123
)run info using the set_run_info() function.
Number of specific back test folds to run when determining the best model. Default of NULL will automatically choose the number of back tests to run based on historical data size, which tries to always use a minimum of 80% of the data when training a model.
Number of periods to move back for each back test scenario. Default of NULL moves back 1 period at a time for year, quarter, and month data. Moves back 4 for week and 7 for day data.
List of models to run. Default of NULL runs all models.
List of models not to run, overrides values in models_to_run. Default of NULL doesn't turn off any model.
If TRUE, prep for ensemble models.
If TRUE, run principle component analysis on any lagged features to speed up model run time. Default of NULL runs PCA on day and week date types across all local multivariate models, and also for global models across all date types.
number of hyperparameter combinations to test out on validation data for model tuning.
Set seed for random number generator. Numeric value.
Writes outputs related to model prep to disk.
# \donttest{
data_tbl <- timetk::m4_monthly %>%
dplyr::rename(Date = date) %>%
dplyr::mutate(id = as.character(id)) %>%
dplyr::filter(
Date >= "2012-01-01",
Date <= "2015-06-01"
)
run_info <- set_run_info()
#> Finn Submission Info
#> • Experiment Name: finn_fcst
#> • Run Name: finn_fcst-20240429T224846Z
#>
prep_data(run_info,
input_data = data_tbl,
combo_variables = c("id"),
target_variable = "value",
date_type = "month",
forecast_horizon = 3
)
#> ℹ Prepping Data
#> ✔ Prepping Data [3.4s]
#>
prep_models(run_info,
models_to_run = c("arima", "ets", "glmnet")
)
#> ℹ Creating Model Workflows
#> ✔ Creating Model Workflows [213ms]
#>
#> ℹ Creating Model Hyperparameters
#> ✔ Creating Model Hyperparameters [230ms]
#>
#> ℹ Creating Train Test Splits
#> ✔ Creating Train Test Splits [372ms]
#>
# }