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I try to use the THETA model to forecast, according to the official example:
deaths |> model(theta = THETA(sqrt(value))) |> forecast(h = '4 years')
# A fable: 48 x 4 [1M]
# Key: .model [1]
.model index value .mean
<chr> <mth> <dist> <dbl>
1 theta 1979 Jan t(N(91, 1.9)) 8268.
2 theta 1979 Feb t(N(87, 2.5)) 7504.
3 theta 1979 Mar t(N(91, 3.1)) 8320.
4 theta 1979 Apr t(N(92, 3.7)) 8552.
5 theta 1979 May t(N(97, 4.2)) 9447.
6 theta 1979 Jun t(N(99, 4.8)) 9869.
7 theta 1979 Jul t(N(104, 5.4)) 10819.
8 theta 1979 Aug t(N(100, 6)) 10092.
9 theta 1979 Sep t(N(95, 6.5)) 8947.
10 theta 1979 Oct t(N(97, 7.1)) 9333.
# ℹ 38 more rows
# ℹ Use `print(n = ...)` to see more rows
However, I encountered an error when I used the bootstrap method in forecast function:
deaths |> model(theta = THETA(sqrt(value))) |> forecast(h = '4 years', bootstrap = TRUE, times = 100)
Error in `mutate()`:
ℹ In argument: `theta = (function (object, ...) ...`.
Caused by error in `UseMethod()`:
! no applicable method for 'generate' applied to an object of class "fable_theta"
Run `rlang::last_trace()` to see where the error occurred.
> rlang::last_trace()
<error/dplyr:::mutate_error>
Error in `mutate()`:
ℹ In argument: `theta = (function (object, ...) ...`.
Caused by error in `UseMethod()`:
! no applicable method for 'generate' applied to an object of class "fable_theta"
---
Backtrace:
▆
1. ├─generics::forecast(...)
2. ├─fabletools:::forecast.mdl_df(...)
3. │ └─dplyr::mutate_at(...)
4. │ ├─dplyr::mutate(.tbl, !!!funs)
5. │ └─dplyr:::mutate.data.frame(.tbl, !!!funs)
6. │ └─dplyr:::mutate_cols(.data, dplyr_quosures(...), by)
7. │ ├─base::withCallingHandlers(...)
8. │ └─dplyr:::mutate_col(dots[[i]], data, mask, new_columns)
9. │ └─mask$eval_all_mutate(quo)
10. │ └─dplyr (local) eval()
11. ├─generics (local) `<fn>`(...)
12. └─fabletools:::forecast.lst_mdl(...)
13. └─fabletools:::mapply_maybe_parallel(...)
14. └─base::mapply(FUN = .fp, ..., MoreArgs = MoreArgs, SIMPLIFY = SIMPLIFY)
15. └─fabletools (local) `<fn>`(...)
16. ├─generics (local) .f(...)
17. └─fabletools:::forecast.mdl_ts(...)
18. ├─generics::generate(...)
19. └─fabletools:::generate.mdl_ts(...)
20. └─generics::generate(...)
Run rlang::last_trace(drop = FALSE) to see 3 hidden frames.
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