Time Series for H2O with Modeltime
Notes from the Video Matt Dancho, founder of Business Science Introduced to H2O-3 via the AutoML package Sample code in R shared Sample forecasting project / Walmart Sales Tidymodels standardize machine learning packages Modeltime loads H2O Multiple time series Create a forecast time horizon, assess 52 weeks forecast Create preprocessing steps, helps the H2O algos to find good features Some columns are normalized from the pre-processing Extracted Time related features (i.e. week number, day of the week, etc) Initializes H2O-3 / Stacked Ensemble model will be the best but hard to interpret Modeltime workflow starts with a table Modeltime is an organiational tool Modeltime Calibrate will extract the residuals of the models Visualize the forecast on the test set generates nice charts Built a single H2O-3 model to predict on 7 different time series This is very scalable, instead of looping through everything Refit the model on the entire training data and then did a forward walk of 52 weeks Modeltime ecosystem was created to help with higher frequent time series, at scale, that’s automated