add arimax model

microsoft · Sep 12, 2023 · bd8f177 · bd8f177
1 parent aaad702
commit bd8f177
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Showing 2 changed files with 19 additions and 20 deletions.
diff --git a/R/models.R b/R/models.R
@@ -4,7 +4,7 @@
 #' @export
 list_models <- function() {
   list <- c(
-    "arima", "arima-boost", "cubist", "croston", "ets", "glmnet", "mars", "meanf",
+    "arima", "arima-boost", "arimax", "cubist", "croston", "ets", "glmnet", "mars", "meanf",
     "nnetar", "nnetar-xregs", "prophet", "prophet-boost", "prophet-xregs", "snaive",
     "stlm-arima", "stlm-ets", "svm-poly", "svm-rbf", "tbats", "theta", "xgboost"
   )
@@ -112,17 +112,17 @@ get_recipe_combo <- function(train_data) {
 #' @noRd
 
 get_recipe_configurable <- function(train_data,
-                                     mutate_adj_half = FALSE,
-                                     rm_date = "plain",
-                                     step_nzv = "zv",
-                                     norm_date_adj_year = FALSE,
-                                     dummy_one_hot = TRUE,
-                                     character_factor = FALSE,
-                                     center_scale = FALSE,
-                                     one_hot = FALSE,
-                                     pca = TRUE,
-                                     corr = FALSE,
-                                     lincomb = FALSE) {
+                                    mutate_adj_half = FALSE,
+                                    rm_date = "plain",
+                                    step_nzv = "zv",
+                                    norm_date_adj_year = FALSE,
+                                    dummy_one_hot = TRUE,
+                                    character_factor = FALSE,
+                                    center_scale = FALSE,
+                                    one_hot = FALSE,
+                                    pca = TRUE,
+                                    corr = FALSE,
+                                    lincomb = FALSE) {
   mutate_adj_half_fn <- function(df) {
     if (mutate_adj_half) {
       df %>%
@@ -146,7 +146,7 @@ get_recipe_configurable <- function(train_data,
       "none" = df
     )
   }
-  
+
   corr_fn <- function(df) {
     if (corr) {
       df %>%
@@ -215,7 +215,7 @@ get_recipe_configurable <- function(train_data,
   rm_lincomb_fn <- function(df) {
     if (lincomb) {
       df %>%
-        recipes::step_lincomb(recipes::all_numeric_predictors(),  id = "remove_linear_combs")
+        recipes::step_lincomb(recipes::all_numeric_predictors(), id = "remove_linear_combs")
     } else {
       df
     }
@@ -491,9 +491,8 @@ arima <- function(train_data,
 #' @return Get the ARIMAX based model
 #' @noRd
 arimax <- function(train_data,
-                  frequency,
-                  pca) {
-
+                   frequency,
+                   pca) {
   recipe_spec_arimax <- train_data %>%
     get_recipe_configurable(
       step_nzv = "zv",
@@ -506,12 +505,12 @@ arimax <- function(train_data,
     seasonal_period = frequency
   ) %>%
     parsnip::set_engine("auto_arima")
-  
+
   wflw_spec <- get_workflow_simple(
     model_spec_arima,
     recipe_spec_arimax
   )
-  
+
   return(wflw_spec)
 }
 

diff --git a/R/run_info.R b/R/run_info.R
@@ -80,7 +80,7 @@ set_run_info <- function(experiment_name = "finn_fcst",
     fs::dir_create(tempdir(), models_folder)
     fs::dir_create(tempdir(), forecasts_folder)
     fs::dir_create(tempdir(), logs_folder)
-    } else if (is.null(storage_object) & substr(path, 1, 6) == "/synfs") {
+  } else if (is.null(storage_object) & substr(path, 1, 6) == "/synfs") {
     temp_path <- stringr::str_replace(path, "/synfs/", "synfs:/")
 
     if (!dir.exists(fs::path(path, prep_data_folder) %>% as.character())) {