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Pablo-source / targets-test

Using Targets to automate markdown reports as a pipeline including TBATS ARIMA forecast
MIT License
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Include new ARIMA and PROPHET models after data_prep_models target #8

Closed Pablo-source closed 6 months ago

Pablo-source commented 9 months ago

This will be the second uni variate TS model included in the pipeline

Pablo-source commented 6 months ago

Aim of this new issue

Using Targets, I will fit three Time series models : ARIMA, TBATS, PROPHET to predict the next 12 months of data for the following set of four economic indicators:

I will be using Dynamic branching to iterate over these four Economic Indicators downloaded from the FRED, Federal Reserve Economic Data:

Categories > Production & Business Activity > Manufacturing https://fred.stlouisfed.org/ Monthly time series indicators downloaded from FRED Economic Data. St Louis:Retrieved from FRED, Federal Reserve Bank of St. Louis; April 2, 2024.Frequency: Monthly. Units: Millions of Dollars, Seasonally Adjusted

• Manufacturers' Value of Shipments: Total Manufacturing (AMTMVS). 2000-2024. Frequency: Monthly. Units: Millions of Dollars, Seasonally Adjusted. URL:https://fred.stlouisfed.org/series/AMTMVS
• Manufacturers' Value of Shipments: Computers and Electronic Products (A34SVS). 2000-2024. Frequency: Monthly. Units: Millions of Dollars, Seasonally Adjusted. URL: https://fred.stlouisfed.org/series/A34SVS
• Manufacturers' Value of Shipments: Durable Goods (AMDMVS). 2000-2024. Frequency: Monthly .Frequency: Monthly. Units: Millions of Dollars, Seasonally Adjusted. URL:https://fred.stlouisfed.org/series/AMDMVS
• Manufacturers' Value of Shipments: Nondefense Capital Goods Excluding Aircraft (ANXAVS). 2000-2024. Frequency: Monthly U.S. Census Bureau, Manufacturers' Value of Shipments: Nondefense Capital Goods Excluding Aircraft [ANXAVS].Frequency: Monthly. Units: Millions of Dollars, Seasonally Adjusted. URL:https://fred.stlouisfed.org/series/ANXAVS
Pablo-source commented 6 months ago

Currently adding to new predictive models to the existing Dynamic branching pipeline: ARIMA and Prophet models to existing pipeline using Modeltime package.

It is part of a growing ecosystem of Modeltime forecasting packages. https://business-science.github.io/modeltime/