modeltime_nested_select_best {modeltime} | R Documentation |
Select the Best Models from Nested Modeltime Table
Description
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 accessedextract_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:
|
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. |
[Package modeltime version 1.3.1 Index]