v3.9.0: Time-series validation feature [CRAN]
- Feat: new time series validation via time-series train/val/test dynamic splits and Adjusted R2 and NRMSE metrics reported for each group feature #545. We are adding an additional
train_size
hyperparameter to pick the size of the training size, which by default will iterate in the range of 0.5-0.8. Given it's a hyperparameter, you can change the range or fix the value manually. Turn on/off this feature using thets_validation
new parameter onrobyn_run()
; default is set toFALSE
for now. This is an important step for the forecasting coming function. - Feat: new
ts_validation()
function to plot time-series validation and convergence results. Generated and exported by default whents_validation = TRUE
, and whenexport = TRUE
, creatingts_validation_plot.png
file. - Fix: updated Adjusted R2 calculation (
get_rsq()
) for time-series validation using same denominator. - Fix: results are not sorted by lowest errors now to keep iteration results actual order.
- Feat: added prophet monthly component to enrich decomposition results #525
- Fix: correct solID (not "1_1_1") for fixed hyperparameters recreated models.
- Recode: reduced the size of
xDecompVec
onOutputCollect
by keeping pareto-front models only. - Docs: changed standard inputs on demo.R file for modeling window to include more data (3 years by default).
New Contributors
- @michellegrushkometa made their first contribution in #559
Full Changelog: v3.8.2...v3.9.0