## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set(fig.width = 7.15, fig.height = 4) ## ---- message = FALSE, warning = FALSE---------------------------------------- library(DT) library(dplyr) library(ggplot2) library(forecastML) library(randomForest) data("data_seatbelts", package = "forecastML") data <- data_seatbelts data <- data[, c("DriversKilled", "kms", "PetrolPrice", "law")] dates <- seq(as.Date("1969-01-01"), as.Date("1984-12-01"), by = "1 month") ## ----------------------------------------------------------------------------- data_train <- forecastML::create_lagged_df(data, type = "train", outcome_col = 1, lookback = 1:12, horizons = c(3, 12), dates = dates, frequency = "1 month") # View the horizon 3 lagged dataset. DT::datatable(head((data_train$horizon_3)), options = list("scrollX" = TRUE)) ## ----------------------------------------------------------------------------- windows <- forecastML::create_windows(data_train, window_length = 0, window_start = as.Date("1984-01-01"), window_stop = as.Date("1984-12-01")) plot(windows, data_train) ## ----------------------------------------------------------------------------- attributes(data_train$horizon_3)$horizon attributes(data_train$horizon_12)$horizon ## ----------------------------------------------------------------------------- model_function <- function(data, my_outcome_col = 1, n_tree = c(200, 100)) { outcome_names <- names(data)[my_outcome_col] model_formula <- formula(paste0(outcome_names, "~ .")) if (attributes(data)$horizon == 3) { # Model 1 model <- randomForest::randomForest(formula = model_formula, data = data, ntree = n_tree[1]) return(list("my_trained_model" = model, "n_tree" = n_tree[1], "meta_data" = attributes(data)$horizon)) } else if (attributes(data)$horizon == 12) { # Model 2 model <- randomForest::randomForest(formula = model_formula, data = data, ntree = n_tree[2]) return(list("my_trained_model" = model, "n_tree" = n_tree[2], "meta_data" = attributes(data)$horizon)) } } ## ----------------------------------------------------------------------------- model_results <- forecastML::train_model(data_train, windows, model_name = "RF", model_function) ## ----------------------------------------------------------------------------- model_results$horizon_3$window_1$model model_results$horizon_12$window_1$model ## ----------------------------------------------------------------------------- prediction_function <- function(model, data_features) { if (model$meta_data == 3) { # Perform a transformation specific to model 1. data_pred <- data.frame("y_pred" = predict(model$my_trained_model, data_features)) } if (model$meta_data == 12) { # Perform a transformation specific to model 2. data_pred <- data.frame("y_pred" = predict(model$my_trained_model, data_features)) } return(data_pred) } ## ----------------------------------------------------------------------------- data_results <- predict(model_results, prediction_function = list(prediction_function), data = data_train) ## ----------------------------------------------------------------------------- plot(data_results)