Count Time Series Forecast Learner

Generalized linear model for count time series (INGARCH). Calls tscount::tsglm() from package tscount.

Dictionary

This mlr3::Learner can be instantiated via the dictionary mlr3::mlr_learners or with the associated sugar function mlr3::lrn():

mlr_learners$get("fcst.tscount")
lrn("fcst.tscount")

Meta Information

• Task type: “fcst”

• Predict Types: “response”, “quantiles”

• Feature Types: “logical”, “integer”, “numeric”

• Required Packages: mlr3, mlr3forecast, tscount

Parameters

Id	Type	Default	Levels	Range
past_obs	untyped	NULL		-
past_mean	untyped	NULL		-
external	untyped	FALSE		-
link	character	identity	identity, log	-
distr	character	poisson	poisson, nbinom	-
B	integer	1000		\([10, \infty)\)

References

Liboschik, Tobias, Fokianos, Konstantinos, Fried, Roland (2017). “tscount: An R Package for Analysis of Count Time Series Following Generalized Linear Models.” Journal of Statistical Software, 82(5), 1–51. doi:10.18637/jss.v082.i05 .

See also

• Chapter in the mlr3book: https://mlr3book.mlr-org.com/chapters/chapter2/data_and_basic_modeling.html#sec-learners

• Package mlr3learners for a solid collection of essential learners.

• Package mlr3extralearners for more learners.

• Dictionary of Learners: mlr3::mlr_learners

• as.data.table(mlr_learners) for a table of available Learners in the running session (depending on the loaded packages).

• mlr3pipelines to combine learners with pre- and postprocessing steps.

• Package mlr3viz for some generic visualizations.

• Extension packages for additional task types:

  • mlr3proba for probabilistic supervised regression and survival analysis.

  • mlr3cluster for unsupervised clustering.

• mlr3tuning for tuning of hyperparameters, mlr3tuningspaces for established default tuning spaces.

Other Learner: LearnerFcst, mlr_learners_fcst.adam, mlr_learners_fcst.arfima, mlr_learners_fcst.arima, mlr_learners_fcst.auto_adam, mlr_learners_fcst.auto_arima, mlr_learners_fcst.auto_ces, mlr_learners_fcst.bats, mlr_learners_fcst.ces, mlr_learners_fcst.croston, mlr_learners_fcst.ets, mlr_learners_fcst.mean, mlr_learners_fcst.nnetar, mlr_learners_fcst.prophet, mlr_learners_fcst.random_walk, mlr_learners_fcst.spline, mlr_learners_fcst.tbats, mlr_learners_fcst.theta, mlr_learners_fcst.tslm

Super classes

mlr3::Learner -> mlr3::LearnerRegr -> mlr3forecast::LearnerFcst -> LearnerFcstTscount

Methods

Public methods

• LearnerFcstTscount$new()

• LearnerFcstTscount$clone()

Inherited methods

• mlr3::Learner$base_learner()
• mlr3::Learner$configure()
• mlr3::Learner$encapsulate()
• mlr3::Learner$format()
• mlr3::Learner$help()
• mlr3::Learner$predict()
• mlr3::Learner$predict_newdata()
• mlr3::Learner$print()
• mlr3::Learner$reset()
• mlr3::Learner$selected_features()
• mlr3::Learner$train()
• mlr3::LearnerRegr$predict_newdata_fast()

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Method new()

Creates a new instance of this R6 class.

Usage

LearnerFcstTscount$new()

---

Method clone()

The objects of this class are cloneable with this method.

Usage

LearnerFcstTscount$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

# Define the Learner and set parameter values
learner = lrn("fcst.tscount")
print(learner)
#> 
#> ── <LearnerFcstTscount> (fcst.tscount): Count Time Series ──────────────────────
#> • Model: -
#> • Parameters: list()
#> • Packages: mlr3, mlr3forecast, and tscount
#> • Predict Types: [response] and quantiles
#> • Feature Types: logical, integer, and numeric
#> • Encapsulation: none (fallback: -)
#> • Properties: exogenous and featureless
#> • Other settings: use_weights = 'error', predict_raw = 'FALSE'

# Define a Task
task = tsk("airpassengers")

# Create train and test set
ids = partition(task)

# Train the learner on the training ids
learner$train(task, row_ids = ids$train)

# Print the model
print(learner$model)
#> 
#> Call:
#> tscount::tsglm(ts = as.integer(task$data(cols = task$target_names)[[1L]]), 
#>     model = model_args, xreg = xreg)
#> 
#> Coefficients:
#> (Intercept)  
#>       213.7  
#> 

# Importance method
if ("importance" %in% learner$properties) print(learner$importance())

# Make predictions for the test rows
predictions = learner$predict(task, row_ids = ids$test)

# Score the predictions
predictions$score()
#> regr.mse 
#> 45942.01