寓言包 ARIMA 算法是否能够并行工作？

Question

我正在尝试使用寓言包为 1000 家商店创建预测。 fable 包是否像 forecast 函数那样并行工作？

非常感谢

Answer 1

您可以使用未来包中的 plan() 并行模型拟合。

It is possible to estimate models in parallel using the future package. By specifying a future::plan() before estimating the models, they will be computed according to that plan.

https://fabletools.tidyverts.org/reference/model.html

library(fable)
#> Loading required package: fabletools
library(dplyr)
library(future)

plan(multisession)

tsibbledata::aus_retail %>%
  filter(
    Industry == "Food retailing"
  ) %>%
  model(
    snaive = SNAIVE(Turnover),
    ets = ETS(log(Turnover) ~ error("A") + trend("A") + season("A")),
  )
#> # A mable: 8 x 4
#> # Key:     State, Industry [8]
#>   State                        Industry         snaive          ets
#>   <chr>                        <chr>           <model>      <model>
#> 1 Australian Capital Territory Food retailing <SNAIVE> <ETS(A,A,A)>
#> 2 New South Wales              Food retailing <SNAIVE> <ETS(A,A,A)>
#> 3 Northern Territory           Food retailing <SNAIVE> <ETS(A,A,A)>
#> 4 Queensland                   Food retailing <SNAIVE> <ETS(A,A,A)>
#> 5 South Australia              Food retailing <SNAIVE> <ETS(A,A,A)>
#> 6 Tasmania                     Food retailing <SNAIVE> <ETS(A,A,A)>
#> 7 Victoria                     Food retailing <SNAIVE> <ETS(A,A,A)>
#> 8 Western Australia            Food retailing <SNAIVE> <ETS(A,A,A)>

^{由 reprex package (v0.3.0)}

于 2020-11-23 创建

Answer 2

根据 fabletools 0.2.1 的新版本，预测过程（不仅仅是模型拟合）可以运行并行使用 future.apply: https://github.com/tidyverts/fabletools/blob/master/NEWS.md . There is a pull request out for parallelizing the forecast function that isn't completed yet though: https://github.com/tidyverts/fabletools/pull/274 。希望不久！这是一个很棒的包。

寓言包 ARIMA 算法是否能够并行工作？

Does fable package ARIMA algorithm able to work parallel?

r

forecasting

arima

forecast

fable-r