Fits one or more
tidymodels workflow objects to nested time series data using the following process:
Models are iteratively fit to training splits.
Accuracy is calculated on testing splits and is logged.
Accuracy results can be retrieved with
Any model that returns an error is logged.
Error logs can be retrieved with
Forecast is predicted on testing splits and is logged.
Forecast results can be retrieved with
modeltime_nested_fit( nested_data, ..., model_list = NULL, metric_set = default_forecast_accuracy_metric_set(), conf_interval = 0.95, control = control_nested_fit() )
Nested time series data
An estimated confidence interval based on the calibration data. This is designed to estimate future confidence from out-of-sample prediction error.
Used to control verbosity and parallel processing. See
split_nested_timeseries() for preparing
data for Nested Forecasting. The structure must be a nested data frame, which is suppplied in
Models must be in the form of
tidymodels workflow objects. The models can be provided in two ways:
... (dots): The workflow objects can be provided as dots.
model_list parameter: You can supply one or more workflow objects that are wrapped in a
control object can be provided during fitting to adjust the verbosity and parallel processing.