# NOT RUN
if (FALSE) {
suppressPackageStartupMessages(library(dplyr))
suppressPackageStartupMessages(library(timetk))
suppressPackageStartupMessages(library(modeltime))
suppressPackageStartupMessages(library(rsample))
suppressPackageStartupMessages(library(workflows))
suppressPackageStartupMessages(library(parsnip))
suppressPackageStartupMessages(library(recipes))
data_tbl <- ts_to_tbl(AirPassengers) %>%
select(-index)
splits <- time_series_split(
data_tbl,
date_var = date_col,
assess = "12 months",
cumulative = TRUE
)
rec_obj <- recipe(value ~ ., training(splits))
model_spec_arima <- arima_reg() %>%
set_engine(engine = "auto_arima")
model_spec_mars <- mars(mode = "regression") %>%
set_engine("earth")
wflw_fit_arima <- workflow() %>%
add_recipe(rec_obj) %>%
add_model(model_spec_arima) %>%
fit(training(splits))
wflw_fit_mars <- workflow() %>%
add_recipe(rec_obj) %>%
add_model(model_spec_mars) %>%
fit(training(splits))
model_tbl <- modeltime_table(wflw_fit_arima, wflw_fit_mars)
calibration_tbl <- model_tbl %>%
modeltime_calibrate(new_data = testing(splits))
ts_qq_plot(calibration_tbl)
}
Run the code above in your browser using DataLab