`naive_reg()`

is a way to generate a *specification* of an NAIVE or SNAIVE model
before fitting and allows the model to be created using
different packages.

## Arguments

- mode
A single character string for the type of model. The only possible value for this model is "regression".

- id
An optional quoted column name (e.g. "id") for identifying multiple time series (i.e. panel data).

- seasonal_period
SNAIVE only. A seasonal frequency. Uses "auto" by default. A character phrase of "auto" or time-based phrase of "2 weeks" can be used if a date or date-time variable is provided. See Fit Details below.

## Details

The data given to the function are not saved and are only used
to determine the *mode* of the model. For `naive_reg()`

, the
mode will always be "regression".

The model can be created using the `fit()`

function using the
following *engines*:

"naive" (default) - Performs a NAIVE forecast

"snaive" - Performs a Seasonal NAIVE forecast

## Engine Details

**naive (default engine)**

The engine uses

`naive_fit_impl()`

The NAIVE implementation uses the last observation and forecasts this value forward.

The

`id`

can be used to distinguish multiple time series contained in the dataThe

`seasonal_period`

is not used but provided for consistency with the SNAIVE implementation

**snaive (default engine)**

The engine uses

`snaive_fit_impl()`

The SNAIVE implementation uses the last seasonal series in the data and forecasts this sequence of observations forward

The

`id`

can be used to distinguish multiple time series contained in the dataThe

`seasonal_period`

is used to determine how far back to define the repeated series. This can be a numeric value (e.g. 28) or a period (e.g. "1 month")

## Fit Details

**Date and Date-Time Variable**

It's a requirement to have a date or date-time variable as a predictor.
The `fit()`

interface accepts date and date-time features and handles them internally.

`fit(y ~ date)`

**ID features (Multiple Time Series, Panel Data)**

The `id`

parameter is populated using the `fit()`

or `fit_xy()`

function:

*ID Example:* Suppose you have 3 features:

`y`

(target)`date`

(time stamp),`series_id`

(a unique identifer that identifies each time series in your data).

The `series_id`

can be passed to the `naive_reg()`

using
`fit()`

:

`naive_reg(id = "series_id")`

specifes that the`series_id`

column should be used to identify each time series.`fit(y ~ date + series_id)`

will pass`series_id`

on to the underlying naive or snaive functions.

**Seasonal Period Specification (snaive)**

The period can be non-seasonal (`seasonal_period = 1 or "none"`

) or
yearly seasonal (e.g. For monthly time stamps, `seasonal_period = 12`

, `seasonal_period = "12 months"`

, or `seasonal_period = "yearly"`

).
There are 3 ways to specify:

`seasonal_period = "auto"`

: A seasonal period is selected based on the periodicity of the data (e.g. 12 if monthly)`seasonal_period = 12`

: A numeric frequency. For example, 12 is common for monthly data`seasonal_period = "1 year"`

: A time-based phrase. For example, "1 year" would convert to 12 for monthly data.

**External Regressors (Xregs)**

These models are univariate. No xregs are used in the modeling process.

## Examples

```
library(dplyr)
library(parsnip)
library(rsample)
library(timetk)
# Data
m750 <- m4_monthly %>% filter(id == "M750")
m750
#> # A tibble: 306 × 3
#> id date value
#> <fct> <date> <dbl>
#> 1 M750 1990-01-01 6370
#> 2 M750 1990-02-01 6430
#> 3 M750 1990-03-01 6520
#> 4 M750 1990-04-01 6580
#> 5 M750 1990-05-01 6620
#> 6 M750 1990-06-01 6690
#> 7 M750 1990-07-01 6000
#> 8 M750 1990-08-01 5450
#> 9 M750 1990-09-01 6480
#> 10 M750 1990-10-01 6820
#> # ℹ 296 more rows
# Split Data 80/20
splits <- initial_time_split(m750, prop = 0.8)
# ---- NAIVE ----
# Model Spec
model_spec <- naive_reg() %>%
set_engine("naive")
# Fit Spec
model_fit <- model_spec %>%
fit(log(value) ~ date, data = training(splits))
model_fit
#> parsnip model object
#>
#> NAIVE
#> --------
#> Model:
#> # A tibble: 1 × 2
#> date value
#> <date> <dbl>
#> 1 2010-04-01 9.29
# ---- SEASONAL NAIVE ----
# Model Spec
model_spec <- naive_reg(
id = "id",
seasonal_period = 12
) %>%
set_engine("snaive")
# Fit Spec
model_fit <- model_spec %>%
fit(log(value) ~ date + id, data = training(splits))
model_fit
#> parsnip model object
#>
#> SNAIVE [12]
#> --------
#> Model:
#> # A tibble: 12 × 3
#> id date value
#> <fct> <date> <dbl>
#> 1 M750 2009-05-01 9.27
#> 2 M750 2009-06-01 9.27
#> 3 M750 2009-07-01 9.15
#> 4 M750 2009-08-01 9.19
#> 5 M750 2009-09-01 9.18
#> 6 M750 2009-10-01 9.25
#> 7 M750 2009-11-01 9.26
#> 8 M750 2009-12-01 9.27
#> 9 M750 2010-01-01 9.26
#> 10 M750 2010-02-01 9.26
#> 11 M750 2010-03-01 9.29
#> 12 M750 2010-04-01 9.29
```