AutoHierarchicalFourier reverses the difference
AutoHierarchicalFourier(
datax = data,
xRegs = names(XREGS),
FourierTermS = FourierTerms,
TimeUniT = TimeUnit,
FC_PeriodS = FC_Periods,
TargetColumN = TargetColumn,
DateColumN = DateColumnName,
HierarchGroups = NULL,
IndependentGroups = NULL
)
data
The XREGS
Number of fourier pairs
Time unit
Number of forecast periods
Target column name
Date column name
Character vector of categorical columns to fully interact
Character vector of categorical columns to run independently
Other Feature Engineering:
AutoDataPartition()
,
AutoDiffLagN()
,
AutoInteraction()
,
AutoLagRollStatsScoring()
,
AutoLagRollStats()
,
AutoTransformationCreate()
,
AutoTransformationScore()
,
AutoWord2VecModeler()
,
AutoWord2VecScoring()
,
CategoricalEncoding()
,
CreateCalendarVariables()
,
CreateHolidayVariables()
,
DummifyDT()
,
H2OAutoencoderScoring()
,
H2OAutoencoder()
,
ModelDataPrep()
,
TimeSeriesFill()