I'm playing with sweep and I'm struggling in how to forecast multiple models for each time series in the tibble. I have read the vignettes and this topic it's treated separately and I haven't been able to merge both ideas.
Here is a reproducible example:
library(forecast)
library(tidyquant)
library(timetk)
library(sweep)
monthly_qty_by_cat2_ts <- bike_sales %>%
mutate(order.month = as_date(as.yearmon(order.date))) %>%
group_by(category.secondary, order.month) %>%
summarise(total.qty = sum(quantity)) %>%
group_by(category.secondary) %>%
nest(.key = "data.tbl") %>%
mutate(data.ts = map(.x = data.tbl,
.f = tk_ts,
select = -order.month,
start = 2011,
freq = 12))
# Time Series forecasting
monthly_qty_by_cat2_fit <- monthly_qty_by_cat2_ts %>%
mutate(fit.ets = map(data.ts, ets))
monthly_qty_by_cat2_fit
# Output
# A tibble: 9 x 4
category.secondary data.tbl data.ts fit.ets
<chr> <list> <list> <list>
1 Cross Country Race <tibble [60 x 2]> <S3: ts> <S3: ets>
2 Cyclocross <tibble [60 x 2]> <S3: ts> <S3: ets>
3 Elite Road <tibble [60 x 2]> <S3: ts> <S3: ets>
4 Endurance Road <tibble [60 x 2]> <S3: ts> <S3: ets>
5 Fat Bike <tibble [58 x 2]> <S3: ts> <S3: ets>
6 Over Mountain <tibble [60 x 2]> <S3: ts> <S3: ets>
7 Sport <tibble [60 x 2]> <S3: ts> <S3: ets>
8 Trail <tibble [60 x 2]> <S3: ts> <S3: ets>
9 Triathalon <tibble [60 x 2]> <S3: ts> <S3: ets>
One solutions would be the following one but I belive that there exist a better way to do that
What I'm trying to do is forecast different models as it's done in the vignette SW02_Forecasting_Multiple_Models but here the list of models has the data "hardcoded" and then it's just executed with invoke_map.
How it could be modified to be able to forecast multiple models?
Hi,
I'm playing with sweep and I'm struggling in how to forecast multiple models for each time series in the tibble. I have read the vignettes and this topic it's treated separately and I haven't been able to merge both ideas.
Here is a reproducible example:
One solutions would be the following one but I belive that there exist a better way to do that
What I'm trying to do is forecast different models as it's done in the vignette SW02_Forecasting_Multiple_Models but here the list of models has the data "hardcoded" and then it's just executed with
invoke_map
.How it could be modified to be able to forecast multiple models?