We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
The following code doesn't automatically back transform a box_cox transformation when generating coherent forecasts using reconcile():
library(fable) library(dplyr) library(feasts) library(tsibble) UKLungDeaths <- as_tsibble(cbind(mdeaths, fdeaths), pivot_longer = TRUE) UKLungDeaths_gts <- UKLungDeaths |> aggregate_key(key, value = sum(value)) lambda <- UKLungDeaths_gts |> features(value, features = guerrero) train_data <- UKLungDeaths_gts |> left_join(lambda, by = "key") test_data <- new_data(UKLungDeaths_gts, 12) %>% left_join(lambda) train_data |> model(base = ETS(box_cox(value, lambda_guerrero))) |> reconcile( bottom_up = bottom_up(base), MinT = min_trace(base, method = "mint_shrink") ) |> forecast(test_data)
Snippet of forecast output:
I also tried setting the transformation to use only the first value of lambda, as mentioned in #103, but get the following error:
train_data |> model(base = ETS(box_cox(value, first(lambda_guerrero)))) |> reconcile( bottom_up = bottom_up(base), MinT = min_trace(base, method = "mint_shrink") ) |> forecast(test_data) Error in `mutate()`: ℹ In argument: `MinT = (function (object, ...) ...`. Caused by error in `vec_size()`: ! object 'lambda_guerrero' not found
Thank you!
The text was updated successfully, but these errors were encountered:
No branches or pull requests
The following code doesn't automatically back transform a box_cox transformation when generating coherent forecasts using reconcile():
Snippet of forecast output:
I also tried setting the transformation to use only the first value of lambda, as mentioned in #103, but get the following error:
Thank you!
The text was updated successfully, but these errors were encountered: