Select the Best Models from Nested Modeltime Table

Finds the best models for each time series group in a Nested Modeltime Table using a metric that the user specifies.

• Logs the best results, which can be accessed with extract_nested_best_model_report()

• If filter_test_forecasts = TRUE, updates the test forecast log, which can be accessed extract_nested_test_forecast()

Usage

modeltime_nested_select_best(
  object,
  metric = "rmse",
  minimize = TRUE,
  filter_test_forecasts = TRUE
)

Arguments

object

A Nested Modeltime Table

metric

A metric to minimize or maximize. By default available metrics are:

• "rmse" (default)

• "mae"

• "mape"

• "mase"

• "smape"

• "rsq"

minimize

Whether to minimize or maximize. Default: TRUE (minimize).

filter_test_forecasts

Whether or not to update the test forecast log to filter only the best forecasts. Default: TRUE.