update forecasting vignette: glmnet

business-science · Sep 18, 2023 · b062fc8 · b062fc8
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -48,6 +48,7 @@ Imports:
 Suggests:
     modeltime,
     tidymodels,
+    glmnet,
     workflows,
     parsnip,
     tune,

diff --git a/NEWS.md b/NEWS.md
@@ -1,12 +1,14 @@
 # timetk 2.8.4
 
+Update forecasting vignette: Use `glmnet` for time series forecasting. 
+
 CRAN Fixes:
 - `tzdata` time zone fixes:
    - GB            -> Europe/London
    - NZ            -> Pacific/Auckland     
    - US/Eastern    -> America/New_York     
    - US/Pacific    -> America/Los_Angeles 
-- Add @aliases to timetk-package
+- Add `@aliases` to timetk-package
 
 # timetk 2.8.3
 

diff --git a/vignettes/TK03_Forecasting_Using_Time_Series_Signature.Rmd b/vignettes/TK03_Forecasting_Using_Time_Series_Signature.Rmd
@@ -46,7 +46,7 @@ library(dplyr)
 library(timetk)
 
 # Used to convert plots from interactive to static
-interactive = TRUE
+interactive = FALSE
 ```
 
 # Data
@@ -139,11 +139,14 @@ juice(prep(recipe_spec_final))
 
 ## Model Specification
 
-Next, let's create a model specification. We'll use a `lm`. 
+Next, let's create a model specification. We'll use a Elastic Net penalized regression via the `glmnet` package. 
 
 ```{r}
-model_spec_lm <- linear_reg(mode = "regression") %>%
-    set_engine("lm")
+model_spec_lm <- linear_reg(
+    mode = "regression", 
+    penalty = 0.1
+) %>%
+    set_engine("glmnet")
 ```
 
 ## Workflow