https://github.com/business-science/modeltime.ensemble - modeltime.ensemble 0.4.2

Compatibility with modeltime 0.7.0.

• Calibration: Added "id" feature to enable accuracy and confidence intervals by time series ID.

Improvements (included in modeltime.ensemble 0.4.1)

• Improvements for parallel processing during refitting (available in modeltime 0.6.0).
• Requires modeltime 0.6.0 and parsnip 0.1.6 to align with xgboost upgrades.

- R
Published by mdancho84 over 4 years ago

https://github.com/business-science/modeltime.ensemble - Modeltime Ensemble 0.4.0

Recursive Ensembles

• recursive() - The recursive() function is extended to recursive ensembles for both single time series and multiple time series models (panel data).
• "Forecasting with Recursive Ensembles" - A new forecasting vignette for using recurive() with ensembles.

Fixes

• modeltime_forecast() now returns NA when missing values are present in the sub-model predictions.
  

- R
Published by mdancho84 almost 5 years ago