R6 class ModelCompareMultivariate

R6 class ModelCompareMultivariate

R6 class ModelCompareMultivariate

Super class

tswgewrapped::ModelCompareBase -> ModelCompareNNforCaret

Methods

Public methods

• ModelCompareNNforCaret$new()

• ModelCompareNNforCaret$get_var_interest()

• ModelCompareNNforCaret$get_data_var_interest()

• ModelCompareNNforCaret$get_best_model_id()

• ModelCompareNNforCaret$summarize_build()

• ModelCompareNNforCaret$clone()

Inherited methods

• tswgewrapped::ModelCompareBase$add_models()

• tswgewrapped::ModelCompareBase$compute_metrics()

• tswgewrapped::ModelCompareBase$get_batch_size()

• tswgewrapped::ModelCompareBase$get_data()

• tswgewrapped::ModelCompareBase$get_model_names()

• tswgewrapped::ModelCompareBase$get_n.ahead()

• tswgewrapped::ModelCompareBase$get_tabular_metrics()

• tswgewrapped::ModelCompareBase$keep_models()

• tswgewrapped::ModelCompareBase$plot_batch_ases()

• tswgewrapped::ModelCompareBase$plot_batch_forecasts()

• tswgewrapped::ModelCompareBase$plot_boxplot_ases()

• tswgewrapped::ModelCompareBase$plot_simple_forecasts()

• tswgewrapped::ModelCompareBase$remove_models()

• tswgewrapped::ModelCompareBase$set_batch_size()

• tswgewrapped::ModelCompareBase$set_verbose()

• tswgewrapped::ModelCompareBase$statistical_compare()

---

Method new()

Initialize an object to compare several Univatiate Time Series Models

Usage

ModelCompareNNforCaret$new(data = NA, var_interest = NA, mdl_list, verbose = 0)

Arguments

data

The dataframe containing the time series realizations (data should not contain time index)

var_interest

The output variable of interest (dependent variable)

mdl_list

A single caret model (which may contain results of grid or random search)

verbose

How much to print during the model building and other processes (Default = 0)

Returns

A new `ModelCompareNNforCaret` object.

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Method get_var_interest()

Returns the dependent variable name

Usage

ModelCompareNNforCaret$get_var_interest()

Returns

The dependent variable name

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Method get_data_var_interest()

Returns the dependent variable data only

Usage

ModelCompareNNforCaret$get_data_var_interest()

Returns

The dependent variable data only

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Method get_best_model_id()

Returns the model ID for the best model from the search

Usage

ModelCompareNNforCaret$get_best_model_id()

Returns

The model ID for the best model from the search

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Method summarize_build()

Not applicable for the nnfor::mlp models, since we are passing already build models

Usage

ModelCompareNNforCaret$summarize_build()

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Method clone()

The objects of this class are cloneable with this method.

Usage

ModelCompareNNforCaret$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.