modeltime 0.0.2.9000 (Development Version) Unreleased

New Models

TBATS Model

seasonal_reg() %>% set_engine("tbats")

New Functions

Improvements

  • prophet_reg() and prophet_boost(): New arguments making it easier to modify the changepoint_num, changepoint_range, seasonality_yearly, seasonality_weekly, and seasonality_daily

Bug Fixes

  • modeltime_forecast():
    • Implement actual_data reconciliation strategies when recipe removes rows. Strategy attempts to fill predictors using “downup” strategy to prevent NA values from removing rows.
    • More descriptive errors when external regressors are required.

Breaking Changes

modeltime 0.0.2 2020-07-03

Confidence Interval Estimation

  • modeltime_forecast(): Now estimates confidence intervals using centered standard deviation. The mean is assumed to be zero and residuals deviate from mean = 0.

Fixes

  • Updates to work with parsnip 0.1.2.
  • prophet_boost(): Set nthreads = 1 (default) to ensure parallelization is thread safe.

modeltime 0.0.1 2020-06-22

  • Initial Release