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

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.