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AlbertoAlmuinha / boostime

The Tidymodels Extension for Time Series Boosting Models
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Residual fitting #3

Closed Steviey closed 2 years ago

Steviey commented 2 years ago

I want to fit residuals of the new modeltime extension adam_reg() to catboost or lightGbm. How can I extend boostime accordingly? Could you give some tips? I don't want to miss essential steps.

Steviey commented 2 years ago

In my case, it would better, to test different models on fitting on risiduals and sum up fc's- in different data environments, via cv. This way, we are able to choose the best 'residual-model' to 'merge' fc's. But great work Alberto.