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Add option to keep submodel forecasts after creating ensemble #3

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tonyk7440 opened this issue Feb 22, 2021 · 0 comments
Open

Add option to keep submodel forecasts after creating ensemble #3

tonyk7440 opened this issue Feb 22, 2021 · 0 comments

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@tonyk7440
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Is there an option to also keep the submodel forecasts in the output when forecasting using an ensemble?

At the moment I'm currently doing something like

# Put both the submodels and ensemble into the table
ensemble_tbl <- submodel_table %>% 
  add_modeltime_model(ensemble_fit_glmnet)

It works, but is pretty much duplicating the whole forecasting time duration.

I had a look through this repos modeltime_forecast function and I see the forecasts are made but not kept, I was thinking of adding a flag in those forecast functions to keep_submodel_forecasts, what do you think?

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