onlineforecast issueshttps://lab.compute.dtu.dk/packages/onlineforecast/-/issues2020-10-11T16:11:55+02:00https://lab.compute.dtu.dk/packages/onlineforecast/-/issues/1Fix the time zone in in_range. ct returns the computer timezone, not the inpu...2020-10-11T16:11:55+02:00hgbeFix the time zone in in_range. ct returns the computer timezone, not the input time vector.https://lab.compute.dtu.dk/packages/onlineforecast/-/issues/2Fix function that uses time, e.g. subset.data.list if a time comes in without...2020-11-06T12:55:19+01:00hgbeFix function that uses time, e.g. subset.data.list if a time comes in without timezone then use the timezone from the input time vectorhgbehgbehttps://lab.compute.dtu.dk/packages/onlineforecast/-/issues/3Change or create new make_tday for handling other seasonality than daily2021-04-20T10:52:21+02:00hgbeChange or create new make_tday for handling other seasonality than dailyAllow the user to model other seasonalities than daily, e.g. week:
make_tday2 <- function (time, kseq, tstep = 3600, units = "hours")
{
tday <- sapply(kseq, function(k) {
tk <- time + k * tstep
as.numeric(tk - as.POSIXct(as.character(cut(tk, "week")), tz = "UTC"), unit = "hours")
})
nams(tday) <- paste0("k", kseq)
return(as.data.frame(tday))
}Allow the user to model other seasonalities than daily, e.g. week:
make_tday2 <- function (time, kseq, tstep = 3600, units = "hours")
{
tday <- sapply(kseq, function(k) {
tk <- time + k * tstep
as.numeric(tk - as.POSIXct(as.character(cut(tk, "week")), tz = "UTC"), unit = "hours")
})
nams(tday) <- paste0("k", kseq)
return(as.data.frame(tday))
}hgbehgbehttps://lab.compute.dtu.dk/packages/onlineforecast/-/issues/4Make optim run only on the parameters which can be changed2021-05-27T17:22:25+02:00pbacMake optim run only on the parameters which can be changedRight now, in the optim functions, all parameters set in prmbound are given to optim(), should only be the ones that can actually be changes (i.e. found in $insert_prm())Right now, in the optim functions, all parameters set in prmbound are given to optim(), should only be the ones that can actually be changes (i.e. found in $insert_prm())https://lab.compute.dtu.dk/packages/onlineforecast/-/issues/6optimizer not robust against outliers2021-06-03T15:00:54+02:00hgbeoptimizer not robust against outliersWhen optimizing the dataset with outliers the process becomes unstable.
Investigate robust optimizer by replacing rmse with another type of error metric.
e.g., Huber’s PSI-function, see 1.1.4.2 Occasional outliers in CTSMR math guideWhen optimizing the dataset with outliers the process becomes unstable.
Investigate robust optimizer by replacing rmse with another type of error metric.
e.g., Huber’s PSI-function, see 1.1.4.2 Occasional outliers in CTSMR math guidehgbehgbehttps://lab.compute.dtu.dk/packages/onlineforecast/-/issues/7use scorefunctions with regularization2021-06-06T21:43:15+02:00pbacuse scorefunctions with regularizationE.g. use BIC when fitting with lm_fitE.g. use BIC when fitting with lm_fithttps://lab.compute.dtu.dk/packages/onlineforecast/-/issues/5make "cachererun" argument in optim functions2021-06-15T16:02:45+02:00pbacmake "cachererun" argument in optim functionsset FALSE, but can be really nice, alternative is to delete all cache in cachedir, but could be that much good cache was kept there...set FALSE, but can be really nice, alternative is to delete all cache in cachedir, but could be that much good cache was kept there...https://lab.compute.dtu.dk/packages/onlineforecast/-/issues/8Make scoring consistent in optimization and selection2021-06-15T16:05:09+02:00pbacMake scoring consistent in optimization and selectionShould complete_cases() be run, such that only complete cases across all horizons (and model) are included. How to best make it?
Perhaps use the score function everywhere, then it's easy to say that it, with default parameters, is used everywhere.Should complete_cases() be run, such that only complete cases across all horizons (and model) are included. How to best make it?
Perhaps use the score function everywhere, then it's easy to say that it, with default parameters, is used everywhere.https://lab.compute.dtu.dk/packages/onlineforecast/-/issues/9Multiplier %**% issue2021-06-15T16:22:02+02:00pbacMultiplier %**% issueIt doesn't work properly handling if either or both x and y are vector, matrix or list...It doesn't work properly handling if either or both x and y are vector, matrix or list...