workflow function

Executing a time series prediction process

Executing a time series prediction process

workflow is a generic function for executing the steps of a particular data workflow. The function invokes particular methods which depend on the class of the first argument.

workflow(obj, ...) ## S3 method for class 'tspred' workflow( obj, data = NULL, prep_test = FALSE, onestep = obj$one_step, eval_fitness = TRUE, seed = 1234, ... )

Arguments

  • obj: An object of class tspred defining a particular time series prediction process.
  • ...: Ignored
  • data: See subset.tspred
  • prep_test: See preprocess.tspred
  • onestep: See predict.tspred
  • eval_fitness: See evaluate.tspred
  • seed: See set.seed

Returns

An object of class tspred with updated structure containing all artifacts generated by the execution of the time series prediction process.

Details

The function workflow.tspred executes a time series prediction process defined by a tspred object. It is a wrapper for the methods subset

preprocess, train, predict, postprocess, and evaluate, which are called in this order. The artifacts generated by the execution of the time series prediction process are introduced in the structure of the tspred class object in obj.

Examples

data(CATS) #Obtaining objects of the processing class proc1 <- subsetting(test_len=20) proc2 <- BoxCoxT(lambda=NULL) proc3 <- WT(level=1, filter="bl14") #Obtaining objects of the modeling class modl1 <- ARIMA() #Obtaining objects of the evaluating class eval1 <- MSE_eval() #Defining a time series prediction process tspred_1 <- tspred(subsetting=proc1, processing=list(BCT=proc2, WT=proc3), modeling=modl1, evaluating=list(MSE=eval1) ) summary(tspred_1) tspred_1 <- workflow(tspred_1,data=CATS[3],onestep=TRUE)

See Also

[tspred()] for defining a particular time series prediction process.

Author(s)

Rebecca Pontes Salles

  • Maintainer: Rebecca Pontes Salles
  • License: GPL (>= 2)
  • Last published: 2021-01-21