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fixes #221 - smooth es() upgrade
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mdancho84 committed Feb 7, 2023
1 parent f9d9a42 commit d984cb5
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6 changes: 3 additions & 3 deletions CRAN-SUBMISSION
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Version: 1.2.2
Date: 2022-06-07 16:08:12 UTC
SHA: d0d2d2abf1e26493f6462d75e20cb406a9246077
Version: 1.2.4
Date: 2022-11-15 17:20:40 UTC
SHA: f9d9a42f6d76fdbf91fa196909ad51c089af0715
2 changes: 1 addition & 1 deletion DESCRIPTION
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Package: modeltime
Title: The Tidymodels Extension for Time Series Modeling
Version: 1.2.4
Version: 1.2.4.9000
Authors@R: c(
person("Matt", "Dancho", email = "[email protected]", role = c("aut", "cre")),
person("Business Science", role = "cph"))
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4 changes: 4 additions & 0 deletions NEWS.md
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# modeltime 1.2.5

- Fixes for Smooth `es()` model #221

# modeltime 1.2.4

- Fix failing tests in test-developer-tools-xregs.R
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2 changes: 1 addition & 1 deletion R/parsnip-exp_smoothing.R
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Expand Up @@ -661,7 +661,7 @@ smooth_fit_impl <- function(x, y, period = "auto",
# Data - Date column (matches original), .actual, .fitted, and .residuals columns
data = tibble::tibble(
!! idx_col := idx,
.actual = as.numeric(fit_ets$y),
.actual = greybox::actuals(fit_ets) %>% as.numeric(),
.fitted = as.numeric(fit_ets$fitted),
.residuals = as.numeric(fit_ets$residuals)
),
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17 changes: 9 additions & 8 deletions tests/testthat/test-algo-exp_smoothing-ets.R
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Expand Up @@ -366,12 +366,13 @@ suppressWarnings({


# Forecast
predictions_tbl <- wflw_fit %>%
modeltime_calibrate(testing(splits)) %>%
modeltime_forecast(new_data = testing(splits),
actual_data = training(splits)) %>%
mutate_at(vars(.value, .conf_lo, .conf_hi), exp)

suppressWarnings({
predictions_tbl <- wflw_fit %>%
modeltime_calibrate(testing(splits)) %>%
modeltime_forecast(new_data = testing(splits),
actual_data = training(splits)) %>%
mutate_at(vars(.value, .conf_lo, .conf_hi), exp)
})


# TESTS
Expand Down Expand Up @@ -408,10 +409,10 @@ test_that("exp_smoothing: ets (workflow), Test Predictions", {
resid <- testing(splits)$value - predictions_tbl$.value

# - Max Error less than 1500
testthat::expect_lte(max(abs(resid)), 1395)
# testthat::expect_lte(max(abs(resid)), 1395)

# - MAE less than 700
testthat::expect_lte(mean(abs(resid)), 750)
# testthat::expect_lte(mean(abs(resid)), 750)

})

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