Combination_model

[LZago]

Hi guys,

I was trying to combine some models to get a better forecast, I did not find any particular resource to follow, here you can find my dummy data to try it.
Any help would be very appreciated.

Regards,
Lucas

library(tidyverse)
library(tsibble)
library(fable)

iniciativa <- tibble(
data_planejada = seq(as.Date("2020-01-01"), length = 200, by = "1 day"),
demanda = sample(seq(100), size = 200, replace = TRUE)
) %>%
as_tsibble(index = data_planejada)

iniciativa_cv <- iniciativa %>%
slice(1:(n() - 5)) %>%
stretch_tsibble(.init=180, .step=1)

comb_model <- iniciativa_cv %>%
model(
cmbn = combination_model(RW(demanda ~ drift(),ETS(demanda ~ error("A") + trend("Ad", phi = 0.8) + season("N"), ARIMA(demanda ~ pdq(1, 0, 0) + PDQ(0, 0, 0)))))
)

[technocrat]

suppressPackageStartupMessages({
  library(fable)
  library(dplyr)
  library(tsibble)
  library(tsibbledata)
  })

iniciativa <- tibble(
  data_planejada = seq(as.Date("2020-01-01"), length = 200, by = "1 day"),
  demanda = sample(seq(100), size = 200, replace = TRUE)
) %>%
  as_tsibble(index = data_planejada)

iniciativa_cv <- iniciativa %>%
  slice(1:(n() - 5)) %>%
  stretch_tsibble(.init=180, .step=1)


iniciativa_cv %>%
  model(
    cmbn = combination_model(
      RW(demanda ~ drift()),
      ETS(demanda ~ error("A") + trend("Ad", phi = 0.8) + season("N")),
      ARIMA(demanda ~ pdq(1,0,0) + PDQ(0,0,0))
      ))
#> # A mable: 16 x 2
#> # Key:     .id [16]
#>      .id          cmbn
#>    <int>       <model>
#>  1     1 <COMBINATION>
#>  2     2 <COMBINATION>
#>  3     3 <COMBINATION>
#>  4     4 <COMBINATION>
#>  5     5 <COMBINATION>
#>  6     6 <COMBINATION>
#>  7     7 <COMBINATION>
#>  8     8 <COMBINATION>
#>  9     9 <COMBINATION>
#> 10    10 <COMBINATION>
#> 11    11 <COMBINATION>
#> 12    12 <COMBINATION>
#> 13    13 <COMBINATION>
#> 14    14 <COMBINATION>
#> 15    15 <COMBINATION>
#> 16    16 <COMBINATION>