library(dplyr)
library(fpp2) # for prison dataset
library(hts) # forecasting function
# prepare group time series
prison.gts <- gts(prison/1e3, characters = c(3,1,9),
gnames = c("State", "Gender", "Legal",
"State*Gender", "State*Legal",
"Gender*Legal"))
result_obj <- tidyr::crossing(methods = c('bu', 'comb'),
fmethods = c('arima'),
algorithms = c("lu", "cg", "chol", "recursive", "slm")) %>%
mutate(forecast_result = purrr::map2(methods, fmethods, algorithms,
~forecast.gts(prison.gts,
method = ..1,
fmethod = ..2,
algorithms = ..3)))
I'm using tidyr::crossing to create the possible combination of parameters which will then become inputs to forecast.gts().
Since I've more than 2 parameters, the parameters are mapped using the ..x notation i.e ..1, ..2, ..3 https://purrr.tidyverse.org/reference/map2.html
However, it seems the result is NULL for each of the combination.
If I were to call the function individually, it gives me results.
forecast.gts(prison.gts, method="bu", fmethod="arima", algorithms = 'lu')
map2
takes only 2 parameters. For more than 2 parameters use pmap
:
library(dplyr)
library(fpp2)
library(hts)
result_obj <- tidyr::crossing(
methods = c('bu', 'comb'),
fmethods = c('arima'),
algorithms = c("lu", "cg", "chol", "recursive", "slm")) %>%
mutate(forecast_result = purrr::pmap(list(methods, fmethods, algorithms),
~forecast.gts(prison.gts,
method = ..1,
fmethod = ..2,
algorithms = ..3)))
However, this returns an error message that
Error: The recursive algorithm does not support a gts object.
so you might need to remove it from algorithms
vector and it works fine after that.