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Modeltime 1.3.0

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@mdancho84 mdancho84 released this 08 Dec 15:50
· 25 commits to master since this release

modeltime 1.3.0

Overview

This version and modeltime 1.2.8 (previous version) include changes to incorporate Conformal Prediction Intervals. There are a number of changes that include new "conformal" confidence methods and Tibble (Data Frame) table display improvements of forecasts aimed at helping the user understand what confidence method is being used and the confidence interval being used throughout the forecasting process in both Standard and Nested Modeltime Forecasting Workflows.

Conformal Predictions:

  • Integrate Conformal Predictions into Nested Forecast Workflow: modeltime_nested_fit() and modeltime_nested_refit(). #173
  • Updated the print display for conformal prediction Conf Method, Conf Interval:
    • modeltime_forecast()
    • extract_nested_test_forecast()
    • extract_nested_future_forecast()
    • modeltime_nested_forecast()

Other Changes:

  • Dials Parameters: Remove deprecated default inside new_qual_param().
  • Fix warning in dev-xregs: Use all_of() inside prepare_xreg_recipe_from_predictors()
  • Fix broken test: test-tune_workflows Unused argument: cores = 2