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20 hours ago •
tidyverts
tidyverts
How to change period in `features(var, feat_stl)`
I can't seem to figure out how to add arguments to feat_stl when it is used inside of features(). I would expect an anonymous function to work, but it doesn't.
Reprex:
library(fabletools)
library(tsibble)
#>
#> Attaching package: 'tsibble'
#> The following objects are masked from 'package:base':
#>
#> intersect, setdiff, union
library(feasts)
#works
tourism |>
model(STL(Trips ~ season("1 year")))
#> # A mable: 304 x 4
#> # Key: Region, State, Purpose [304]
#> Region State Purpose `STL(Trips ~ season("1 year"))`
#> <chr> <chr> <chr> <model>
#> 1 Adelaide South Australia Business <STL>
#> 2 Adelaide South Australia Holiday <STL>
#> 3 Adelaide South Australia Other <STL>
#> 4 Adelaide South Australia Visiting <STL>
#> 5 Adelaide Hills South Australia Business <STL>
#> 6 Adelaide Hills South Australia Holiday <STL>
#> 7 Adelaide Hills South Australia Other <STL>
#> 8 Adelaide Hills South Australia Visiting <STL>
#> 9 Alice Springs Northern Territory Business <STL>
#> 10 Alice Springs Northern Territory Holiday <STL>
#> # … with 294 more rows
#works
tourism |>
features(Trips, feat_stl)
#> # A tibble: 304 × 12
#> Region State Purpose trend…¹ seaso…² seaso…³ seaso…⁴ spiki…⁵ linea…⁶ curva…⁷
#> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 Adelai… Sout… Busine… 0.464 0.407 3 1 1.58e+2 -5.31 71.6
#> 2 Adelai… Sout… Holiday 0.554 0.619 1 2 9.17e+0 49.0 78.7
#> 3 Adelai… Sout… Other 0.746 0.202 2 1 2.10e+0 95.1 43.4
#> 4 Adelai… Sout… Visiti… 0.435 0.452 1 3 5.61e+1 34.6 71.4
#> 5 Adelai… Sout… Busine… 0.464 0.179 3 0 1.03e-1 0.968 -3.22
#> 6 Adelai… Sout… Holiday 0.528 0.296 2 1 1.77e-1 10.5 24.0
#> 7 Adelai… Sout… Other 0.593 0.404 2 2 4.44e-4 4.28 3.19
#> 8 Adelai… Sout… Visiti… 0.488 0.254 0 3 6.50e+0 34.2 -0.529
#> 9 Alice … Nort… Busine… 0.534 0.251 0 1 1.69e-1 23.8 19.5
#> 10 Alice … Nort… Holiday 0.381 0.832 3 1 7.39e-1 -19.6 10.5
#> # … with 294 more rows, 2 more variables: stl_e_acf1 <dbl>, stl_e_acf10 <dbl>,
#> # and abbreviated variable names ¹trend_strength, ²seasonal_strength_year,
#> # ³seasonal_peak_year, ⁴seasonal_trough_year, ⁵spikiness, ⁶linearity,
#> # ⁷curvature
#doesn't work
tourism |>
features(Trips, ~feat_stl(., .period = "1 year"))
#> Error in `squash()`:
#> ! Only lists can be spliced
#> Backtrace:
#> ▆
#> 1. ├─fabletools::features(tourism, Trips, ~feat_stl(., .period = "1 year"))
#> 2. ├─fabletools:::features.tbl_ts(tourism, Trips, ~feat_stl(., .period = "1 year"))
#> 3. │ └─fabletools:::features_impl(.tbl, list(.var), features, ...)
#> 4. │ ├─fabletools:::map(squash(features), as_function)
#> 5. │ │ └─base::lapply(.x, .f, ...)
#> 6. │ └─rlang::squash(features)
#> 7. └─rlang::abort(message = message)
Created on 2022-10-25 with reprex v2.0.2
Session info
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Thanks for raising this, I think this should be made to work better.
Essentially the features() function expects a function or list of functions.
~feat_stl(., .period = "1 year") is a formula representing a lambda function, and the current method doesn't (yet) know how to handle it.
Instead you could wrap it in a list, which is the recommended approach for providing one or more features.
tourism |>
features(Trips, list(~feat_stl(., .period = "1 year")))
However this runs into a secondary issue in that .period is not set up to handle the "1 year" syntax (yet).
So ultimately, what works is:
tourism |>
features(Trips, list(~feat_stl(., .period = 4)))
9a1e6fd90d37a9aa5be206e1f18218853af5d445 now supports lambda functions being used directly.
f8a8baab1e40f2978958fd02c35f42a43abc0cd2 allows you to use .period = "1 year" in features, but not directly in the feature functions like you are doing. You can change the .period that is passed to all features by using the ... of features().
So I would recommend (with these latest changes) for your example:
library(fpp3)
tourism |>
features(Trips, feat_stl, .period = "1 year")
#> # A tibble: 304 × 12
#> Region State Purpose trend…¹ seaso…² seaso…³ seaso…⁴ spiki…⁵ linea…⁶ curva…⁷
#> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 Adelai… Sout… Busine… 0.464 0.407 3 1 1.58e+2 -5.31 71.6
#> 2 Adelai… Sout… Holiday 0.554 0.619 1 2 9.17e+0 49.0 78.7
#> 3 Adelai… Sout… Other 0.746 0.202 2 1 2.10e+0 95.1 43.4
#> 4 Adelai… Sout… Visiti… 0.435 0.452 1 3 5.61e+1 34.6 71.4
#> 5 Adelai… Sout… Busine… 0.464 0.179 3 0 1.03e-1 0.968 -3.22
#> 6 Adelai… Sout… Holiday 0.528 0.296 2 1 1.77e-1 10.5 24.0
#> 7 Adelai… Sout… Other 0.593 0.404 2 2 4.44e-4 4.28 3.19
#> 8 Adelai… Sout… Visiti… 0.488 0.254 0 3 6.50e+0 34.2 -0.529
#> 9 Alice … Nort… Busine… 0.534 0.251 0 1 1.69e-1 23.8 19.5
#> 10 Alice … Nort… Holiday 0.381 0.832 3 1 7.39e-1 -19.6 10.5
#> # … with 294 more rows, 2 more variables: stl_e_acf1 <dbl>, stl_e_acf10 <dbl>,
#> # and abbreviated variable names ¹trend_strength, ²seasonal_strength_4,
#> # ³seasonal_peak_4, ⁴seasonal_trough_4, ⁵spikiness, ⁶linearity, ⁷curvature
or
library(fpp3)
tourism |>
features(Trips, ~feat_stl(., .period = 4))
#> # A tibble: 304 × 12
#> Region State Purpose trend…¹ seaso…² seaso…³ seaso…⁴ spiki…⁵ linea…⁶ curva…⁷
#> <chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1 Adelai… Sout… Busine… 0.464 0.407 3 1 1.58e+2 -5.31 71.6
#> 2 Adelai… Sout… Holiday 0.554 0.619 1 2 9.17e+0 49.0 78.7
#> 3 Adelai… Sout… Other 0.746 0.202 2 1 2.10e+0 95.1 43.4
#> 4 Adelai… Sout… Visiti… 0.435 0.452 1 3 5.61e+1 34.6 71.4
#> 5 Adelai… Sout… Busine… 0.464 0.179 3 0 1.03e-1 0.968 -3.22
#> 6 Adelai… Sout… Holiday 0.528 0.296 2 1 1.77e-1 10.5 24.0
#> 7 Adelai… Sout… Other 0.593 0.404 2 2 4.44e-4 4.28 3.19
#> 8 Adelai… Sout… Visiti… 0.488 0.254 0 3 6.50e+0 34.2 -0.529
#> 9 Alice … Nort… Busine… 0.534 0.251 0 1 1.69e-1 23.8 19.5
#> 10 Alice … Nort… Holiday 0.381 0.832 3 1 7.39e-1 -19.6 10.5
#> # … with 294 more rows, 2 more variables: stl_e_acf1 <dbl>, stl_e_acf10 <dbl>,
#> # and abbreviated variable names ¹trend_strength, ²seasonal_strength_4,
#> # ³seasonal_peak_4, ⁴seasonal_trough_4, ⁵spikiness, ⁶linearity, ⁷curvature
Created on 2022-10-27 by the reprex package (v2.0.1)
Thanks for the quick updates. Having examples like these in the documentation for maybe features() or feat_stl() would also be helpful.