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Modeltime 1.1.0

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@mdancho84 mdancho84 released this 18 Oct 16:29
· 202 commits to master since this release

Spark Backend

New Algorithms: Smooth Package Integration

If users install smooth, the following models become available:

  • adam_reg(): Interfaces with the ADAM forecasting algorithm in smooth.

  • exp_smoothing(): A new engine "smooth_es" connects to the Exponential Smoothing algorithm in smooth::es(). This algorithm has several advantages, most importantly that it can use x-regs (unlike "ets" engine).

Nested Modeltime Improvements

  • New extractor: extract_nested_modeltime_table() - Extracts a nested modeltime table by row id.

Breaking Changes (potentially)

  • extract_nested_train_split and extract_nested_test_split: Changed parameter from .data to .object for consistency with other "extract" functions

  • Added a new logged feature to modeltime_nested_fit() to track the attribute "metric_set", which is needed for ensembles. Old nested modeltime objects will need to be re-run to get this new attribute. This will be used in ensembles.