Display resampling accuracy metrics by ID. It is possible to see the results of the resampling folds by ID, that is, for each predicted time series using the function modeltime_resample_accuracy

[forecastingEDs]

Dear, @mdancho84 @AlbertoAlmuinha

There is the possibility of viewing the metrics in the resampling forecast by ID, I saw that summary_fns = NULL #1 #3 provides the results by resampling fold, but they are global results. I think it would be very valuable to be able to access the local metrics for each ID and the results per fold resampling. I saw that #4 already requested something similar. If this is already possible and you can help me visualize these results, I would appreciate it. Follow the scripts:

Link to download the database used: https://github.com/forecastingEDs/Forecasting-of-admissions-in-the-emergency-departments/blob/131bd23723a39724ad4f88ad6b8e5a58f42a7960/datasets.xlsx

data_tbl <- datasets %>%
  select(id, Date, attendences, average_temperature, min, max,  sunday, monday, tuesday, wednesday, thursday, friday, saturday, Jan, Feb, Mar, Apr, May, Jun, Jul, Aug, Sep, Oct, Nov, Dec) %>%
  set_names(c("id", "date", "value","tempe_verage", "tempemin", "tempemax", "sunday", "monday", "tuesday", "wednesday", "thursday", "friday", "saturday", "Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec"))

data_tbl

Full = Training + Forecast Datasets

full_data_tbl <- datasets %>%
  select(id, Date, attendences, average_temperature, min, max,  sunday, monday, tuesday, wednesday, thursday, friday, saturday, Jan, Feb, Mar, Apr, May, Jun, Jul, Aug, Sep, Oct, Nov, Dec) %>%
  set_names(c("id", "date", "value","tempe_verage", "tempemin", "tempemax", "sunday", "monday", "tuesday", "wednesday", "thursday", "friday", "saturday", "Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec")) %>%
  

Apply Group-wise Time Series Manipulations

group_by(id) %>%
 future_frame(
   .date_var   = date,
   .length_out = "3 days",
   .bind_data  = TRUE
 ) %>%
 ungroup() %>%

Consolidate IDs

mutate(id = fct_drop(id))

Training Data

data_prepared_tbl <- full_data_tbl %>%
  filter(!is.na(value))

Forecast Data

future_tbl <- full_data_tbl %>%
  filter(is.na(value))

emergency_tscv <- data_prepared_tbl %>%
  time_series_cv(
    date_var    = date, 
    assess      = "3 days",
    skip        = "30 days",
    cumulative  = TRUE,
    slice_limit = 5
  )

emergency_tscv

test data preprocessing for ML ----

recipe_spec <- recipe(value ~ ., 
                      data = training(emergency_tscv$splits[[1]])) %>%
  step_timeseries_signature(date) %>%
  step_rm(matches("(.iso$)|(.xts$)|(hour)|(minute)|(second)|(am.pm)")) %>%
  step_mutate(data = factor(value, ordered = TRUE))%>%
  step_dummy(all_nominal(), one_hot = TRUE)%>%
  step_normalize (date_index.num,tempe_verage,tempemin,tempemax,date_year, -all_outcomes())

Model 1: Xgboost ----

wflw_fit_xgboost <- workflow() %>%
  add_model(
    boost_tree("regression") %>% set_engine("xgboost") 
  ) %>%
  add_recipe(recipe_spec %>% step_rm(date)) %>%
  fit(training(emergency_tscv$splits[[1]]))

Model 2: LightGBM ----

wflw_fit_lightgbm <- workflow() %>%
  add_model(
    boost_tree("regression") %>% set_engine("lightgbm")
  ) %>%
  add_recipe(recipe_spec %>% step_rm(date)) %>%
  fit(training(emergency_tscv$splits[[1]]))

---- MODELTIME TABLE ----

model_tbl <- modeltime_table(
  wflw_fit_xgboost,
  wflw_fit_lightgbm
)

model_tbl

resample_results <- model_tbl %>%
  modeltime_fit_resamples(
    resamples = emergency_tscv,
    control   = control_resamples(allow_par = TRUE, verbose = TRUE)
  )

resample_results

This step I need the results by ID but I only get the global results by fold resampling. Can you help me?

resample_results %>%
  modeltime_resample_accuracy(summary_fns = NULL, yardstick::metric_set(mape, smape, mase, rmse)) %>%
  table_modeltime_accuracy(.interactive = FALSE)

[forecastingEDs]

Hello, @mdancho84 @AlbertoAlmuinha
Can you please help me with this question?