M4metaresults.lite

M4metaresults.lite is a lightweight version of m4metaresults that only includes the trained model file neccessary to use the M4metalearning model. It does not use lazy loading in order to speed up package installation and fix an install error in docker. As a result it requires explicitly loading the data with data("model_M4"), unlike the original package.

Example, taken from the M4meta reproduction script:

library("M4metalearning")
library("M4metaresults.lite")
data("model_M4")

set.seed(10-06-2018)
truex = (rnorm(60)) + seq(60)/10

#we subtract the last 10 observations to use it as 'true future' values
#and keep the rest as the input series in our method
h = 10
x <- head(truex, -h)
x <- ts(x, frequency = 1)

#forecasting with our method using our pretrained model in one line of code
#just the input series and the desired forecasting horizon
forec_result <- forecast_meta_M4(model_M4, x, h=h)
#> Loading required package: tsfeatures
forec_result
#> $mean
#>  [1] 5.257107 5.322491 5.386980 5.452210 5.517476 5.582802 5.648146
#>  [8] 5.713506 5.778880 5.844265
#> 
#> $upper
#>  [1]  8.145680  8.636207  8.935882  9.510839  9.664657 10.685227  9.787108
#>  [8]  9.895157 10.042725 10.221341
#> 
#> $lower
#>  [1] 2.3685340 2.0087750 1.8380786 1.3935814 1.3702946 0.4803768 1.5091841
#>  [8] 1.5318561 1.5150337 1.4671892

Install

From github:

library("remotes")
remotes::install_github("andybega/M4metaresults.lite@v0.1.0")

Note on data

Since the data file is 800MB, it is not possible to include it on GitHub except under the release tarball.

By default R's save() uses compression. The model file is 800MB in memory, and similar on disk if compression is used. However, this results in atrocious load times. Saving with save(..., compress = FALSE) increases the file size on disk to 1.6GB, but the load time decreases from 7s to 2s.

I removed lazy load from the DESCRIPTION file, this skips the respective install portion and make install much faster. The package will in any case only be loaded when needed.