Fit a workflowset object to one or multiple time series

This is a wrapper for fit() that takes a workflowset object and fits each model on one or multiple time series either sequentially or in parallel.

Usage

modeltime_fit_workflowset(
  object,
  data,
  ...,
  control = control_fit_workflowset()
)

Arguments

object

A workflow_set object, generated with the workflowsets::workflow_set function.

data

A tibble that contains data to fit the models.

...

Not currently used.

control

An object used to modify the fitting process. See control_fit_workflowset().

Value

A Modeltime Table containing one or more fitted models.

See also

control_fit_workflowset()

Examples

library(tidymodels)
library(workflowsets)
library(dplyr)
library(lubridate)
library(timetk)

data_set <- m4_monthly

# SETUP WORKFLOWSETS

rec1 <- recipe(value ~ date + id, data_set) %>%
    step_mutate(date_num = as.numeric(date)) %>%
    step_mutate(month_lbl = lubridate::month(date, label = TRUE)) %>%
    step_dummy(all_nominal(), one_hot = TRUE)

mod1 <- linear_reg() %>% set_engine("lm")

mod2 <- prophet_reg() %>% set_engine("prophet")

wfsets <- workflowsets::workflow_set(
    preproc = list(rec1 = rec1),
    models  = list(
        mod1 = mod1,
        mod2 = mod2
    ),
    cross   = TRUE
)

# FIT WORKFLOWSETS
# - Returns a Modeltime Table with fitted workflowsets

wfsets %>% modeltime_fit_workflowset(data_set)
#> Disabling weekly seasonality. Run prophet with weekly.seasonality=TRUE to override this.
#> Disabling daily seasonality. Run prophet with daily.seasonality=TRUE to override this.
#> # Modeltime Table
#> # A tibble: 2 × 3
#>   .model_id .model     .model_desc
#>       <int> <list>     <chr>      
#> 1         1 <workflow> REC1_MOD1  
#> 2         2 <workflow> REC1_MOD2