Estimate random forest (ranger) model using tsibble with regressors

Estimate random forest (ranger) using tsibble with regressors

ranger_augmented_estimate(augmented, target = "value", seed = 777)

Arguments

augmented	tsibble with all predictors with lags. May be obtained using `augment_tsibble_4_regression`.
target	name of the target variable
seed	random seed

Value

lasso model

Details

Estimate random forest (ranger) model using tsibble with regressors. Regressors should already include lags, fourier terms, trend etc

Examples

test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts)
augmented = augment_tsibble_4_regression(test_tsibble, h = 4)
model = ranger_augmented_estimate(augmented)