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modeltime.ensemble 1.0.0

CRAN release: 2021-10-19

NEW Nested Modeltime Ensembles

In modeltime 1.0.0, we introduced Nested Forecasting as a way to forecast many time series iteratively. In modeltime.ensemble 1.0.0, we introduce nested ensembles that can improve forecasting performance and be applied to many time series iteratively. We have added:

New Vignette (Nested Ensembles)

modeltime.ensemble 0.4.2

CRAN release: 2021-07-16

Compatibility with modeltime 0.7.0.

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

modeltime.ensemble 0.4.1

CRAN release: 2021-05-31

  • 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.

modeltime.ensemble 0.4.0

CRAN release: 2021-04-05

Recursive Ensembles


modeltime.ensemble 0.3.0

CRAN release: 2020-11-06

Panel Data


modeltime.ensemble 0.2.0

CRAN release: 2020-10-09

Stacked Ensembles (Breaking Changes)

The process for creating stacked ensembles is split into 2 steps:

Note - modeltime_refit(stacked_ensemble) is still one step, which is the best way to handle refitting since multiple stacked models may have different submodel compositions. An additional argument, resamples can be provided to train stacked ensembles made with ensemble_model_spec().

modeltime.ensemble 0.1.0

CRAN release: 2020-10-07

  • Initial release of modeltime.ensemble.