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resampling with external regressors with smooth_es

Open mark0100 opened this issue 1 year ago • 0 comments

I try to run the following code:

model_fit_exp_smooth <- exp_smoothing( mode = "regression", seasonal_period = 12, error = "additive", trend = "additive", season = "additive" ) %>% set_engine(engine = "smooth_es") %>% fit(value ~ date + moy + VIXRQBIN + DFFD, data = initial_training)

my_models_tbl <- modeltime_table( model_fit_exp_smooth, model_fit_lm )

resamples_fitted <- my_models_tbl %>% modeltime_fit_resamples( resamples = resamples_tscv, control = control_resamples(allow_par = TRUE, parallel_over = NULL, verbose = T) ) ── Fitting Resamples ────────────────────────────────────────────

• Model ID: 1 ETSX(AAA) i Slice01: preprocessor 1/1 ✓ Slice01: preprocessor 1/1 i Slice01: preprocessor 1/1, model 1/1 ✓ Slice01: preprocessor 1/1, model 1/1 i Slice01: preprocessor 1/1, model 1/1 (extracts) i Slice01: preprocessor 1/1, model 1/1 (predictions) ! Slice01: preprocessor 1/1, model 1/1 (predictions): The newdata is not provided.Predicting the explanatory variables based on what I have in-sample., Only additive model... i Slice02: preprocessor 1/1 ✓ Slice02: preprocessor 1/1 i Slice02: preprocessor 1/1, model 1/1 ✓ Slice02: preprocessor 1/1, model 1/1 i Slice02: preprocessor 1/1, model 1/1 (extracts) i Slice02: preprocessor 1/1, model 1/1 (predictions) ! Slice02: preprocessor 1/1, model 1/1 (predictions): The newdata is not provided.Predicting the explanatory variables based on what I have in-sample., Only additive model... i Slice03: preprocessor 1/1 ✓ Slice03: preprocessor 1/1 i Slice03: preprocessor 1/1, model 1/1 ✓ Slice03: preprocessor 1/1, model 1/1 i Slice03: preprocessor 1/1, model 1/1 (extracts) i Slice03: preprocessor 1/1, model 1/1 (predictions) ! Slice03: preprocessor 1/1, model 1/1 (predictions): The newdata is not provided.Predicting the explanatory variables based on what I have in-sample., Only additive model...

Does the warning "The newdata is not provided.Predicting the explanatory variables based on what I have in-sample., Only additive model..." mean that my external regressors for smooth_es are not used at all on modeltime_fit_resamples() or does it mean that the external regressors are taken from the in-sample data directly following the slice being processed?

mark0100 avatar Feb 10 '24 19:02 mark0100