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resampling with external regressors with smooth_es #17

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mark0100 opened this issue Feb 10, 2024 · 0 comments
Open

resampling with external regressors with smooth_es #17

mark0100 opened this issue Feb 10, 2024 · 0 comments

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@mark0100
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mark0100 commented Feb 10, 2024

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?

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