embed_reg.RdEmbed time series
embed_reg(
x,
y,
lags = 1,
encoding = c("None", "model_matrix", "target_based"),
testing = FALSE
)
x <- 1:10
set.seed(2020)
df <- data.frame(x1 = x,
x2 = c("a", "b", "c", "b", "a",
"a", "a", "c", "b", "c"),
x3=sort(rnorm(10)))
df$x2 <- as.factor(df$x2)
lags <- 3L
cat("1 - data -----")
#> 1 - data -----
cat("\n")
#>
print(df)
#> x1 x2 x3
#> 1 1 a -2.7965343
#> 2 2 b -1.1304059
#> 3 3 c -1.0980232
#> 4 4 b -0.2293777
#> 5 5 a 0.1173668
#> 6 6 a 0.3015484
#> 7 7 a 0.3769721
#> 8 8 c 0.7205735
#> 9 9 b 0.9391210
#> 10 10 c 1.7591313
cat("\n")
#>
cat("2 - training (model_matrix==FALSE) -----")
#> 2 - training (model_matrix==FALSE) -----
cat("\n")
#>
cat("\n")
#>
print(after::embed_reg(y=df$x1, x=df[, c("x2", "x3")],
lags = lags))
#> $y
#> [1] 4 5 6 7 8 9 10
#>
#> $x
#> y_l1 y_l2 y_l3 x2_l1 x2_l2 x2_l3 x3_l1 x3_l2 x3_l3
#> 1 3 2 1 c b a -1.0980232 -1.1304059 -2.7965343
#> 2 4 3 2 b c b -0.2293777 -1.0980232 -1.1304059
#> 3 5 4 3 a b c 0.1173668 -0.2293777 -1.0980232
#> 4 6 5 4 a a b 0.3015484 0.1173668 -0.2293777
#> 5 7 6 5 a a a 0.3769721 0.3015484 0.1173668
#> 6 8 7 6 c a a 0.7205735 0.3769721 0.3015484
#> 7 9 8 7 b c a 0.9391210 0.7205735 0.3769721
#>
#> $df
#> y y_l1 y_l2 y_l3 x2_l1 x2_l2 x2_l3 x3_l1 x3_l2 x3_l3
#> 1 4 3 2 1 c b a -1.0980232 -1.1304059 -2.7965343
#> 2 5 4 3 2 b c b -0.2293777 -1.0980232 -1.1304059
#> 3 6 5 4 3 a b c 0.1173668 -0.2293777 -1.0980232
#> 4 7 6 5 4 a a b 0.3015484 0.1173668 -0.2293777
#> 5 8 7 6 5 a a a 0.3769721 0.3015484 0.1173668
#> 6 9 8 7 6 c a a 0.7205735 0.3769721 0.3015484
#> 7 10 9 8 7 b c a 0.9391210 0.7205735 0.3769721
#>
cat("\n")
#>
cat("2 - training (model_matrix==TRUE) -----")
#> 2 - training (model_matrix==TRUE) -----
cat("\n")
#>
cat("\n")
#>
print(after::embed_reg(y=df$x1, x=df[, c("x2", "x3")],
lags = lags, encoding = "model_matrix"))
#> $y
#> [1] 4 5 6 7 8 9 10
#>
#> $x
#> y_l1 y_l2 y_l3 x2b_l1 x2b_l2 x2b_l3 x2c_l1 x2c_l2 x2c_l3 x3_l1
#> 1 3 2 1 0 1 0 1 0 0 -1.0980232
#> 2 4 3 2 1 0 1 0 1 0 -0.2293777
#> 3 5 4 3 0 1 0 0 0 1 0.1173668
#> 4 6 5 4 0 0 1 0 0 0 0.3015484
#> 5 7 6 5 0 0 0 0 0 0 0.3769721
#> 6 8 7 6 0 0 0 1 0 0 0.7205735
#> 7 9 8 7 1 0 0 0 1 0 0.9391210
#> x3_l2 x3_l3
#> 1 -1.1304059 -2.7965343
#> 2 -1.0980232 -1.1304059
#> 3 -0.2293777 -1.0980232
#> 4 0.1173668 -0.2293777
#> 5 0.3015484 0.1173668
#> 6 0.3769721 0.3015484
#> 7 0.7205735 0.3769721
#>
#> $df
#> y y_l1 y_l2 y_l3 x2b_l1 x2b_l2 x2b_l3 x2c_l1 x2c_l2 x2c_l3 x3_l1
#> 1 4 3 2 1 0 1 0 1 0 0 -1.0980232
#> 2 5 4 3 2 1 0 1 0 1 0 -0.2293777
#> 3 6 5 4 3 0 1 0 0 0 1 0.1173668
#> 4 7 6 5 4 0 0 1 0 0 0 0.3015484
#> 5 8 7 6 5 0 0 0 0 0 0 0.3769721
#> 6 9 8 7 6 0 0 0 1 0 0 0.7205735
#> 7 10 9 8 7 1 0 0 0 1 0 0.9391210
#> x3_l2 x3_l3
#> 1 -1.1304059 -2.7965343
#> 2 -1.0980232 -1.1304059
#> 3 -0.2293777 -1.0980232
#> 4 0.1173668 -0.2293777
#> 5 0.3015484 0.1173668
#> 6 0.3769721 0.3015484
#> 7 0.7205735 0.3769721
#>
cat("\n")
#>
cat("3 - training target-based -----")
#> 3 - training target-based -----
cat("\n")
#>
cat("\n")
#>
print(after::embed_reg(y=df$x1, x=df[, c("x2", "x3")],
lags = lags, encoding = "target_based"))
#>
|
| | 0%
|
|=================================== | 50%
|
|======================================================================| 100%$y
#> [1] 4 5 6 7 8 9 10
#>
#> $x
#> y_l1 y_l2 y_l3 x2_l1 x2_l2 x2_l3 x3_l1 x3_l2 x3_l3
#> 1 3 2 1 20.84799 14.15348 20.74479 -1.0980232 -1.1304059 -2.7965343
#> 2 4 3 2 14.15348 20.84799 14.15348 -0.2293777 -1.0980232 -1.1304059
#> 3 5 4 3 20.74479 14.15348 20.84799 0.1173668 -0.2293777 -1.0980232
#> 4 6 5 4 20.74479 20.74479 14.15348 0.3015484 0.1173668 -0.2293777
#> 5 7 6 5 20.74479 20.74479 20.74479 0.3769721 0.3015484 0.1173668
#> 6 8 7 6 20.84799 20.74479 20.74479 0.7205735 0.3769721 0.3015484
#> 7 9 8 7 14.15348 20.84799 20.74479 0.9391210 0.7205735 0.3769721
#>
#> $df
#> y y_l1 y_l2 y_l3 x2_l1 x2_l2 x2_l3 x3_l1 x3_l2 x3_l3
#> 1 4 3 2 1 20.84799 14.15348 20.74479 -1.0980232 -1.1304059 -2.7965343
#> 2 5 4 3 2 14.15348 20.84799 14.15348 -0.2293777 -1.0980232 -1.1304059
#> 3 6 5 4 3 20.74479 14.15348 20.84799 0.1173668 -0.2293777 -1.0980232
#> 4 7 6 5 4 20.74479 20.74479 14.15348 0.3015484 0.1173668 -0.2293777
#> 5 8 7 6 5 20.74479 20.74479 20.74479 0.3769721 0.3015484 0.1173668
#> 6 9 8 7 6 20.84799 20.74479 20.74479 0.7205735 0.3769721 0.3015484
#> 7 10 9 8 7 14.15348 20.84799 20.74479 0.9391210 0.7205735 0.3769721
#>
#> $codes
#> $codes$x2
#> $codes$x2$a
#> [1] 20.74479
#>
#> $codes$x2$b
#> [1] 14.15348
#>
#> $codes$x2$c
#> [1] 20.84799
#>
#>
#>
cat("\n")
#>