Extremely slow augment() in my mable

[edgBR]

Dear colleagues,

I have a grouped ts_tibble where I am fitting ETS, TSLM, ARIMA, NNETAR and a combination model using all of this 4:

ts_models <- ts_tibble %>% 
  model(arima = ARIMA(snsr_val_clean),
        nnarx = NNETAR(snsr_val_clean),
        tslm = TSLM(snsr_val_clean ~ trend()),
        ets = ETS(snsr_val_clean),
        ensemble_full =  combination_model(ARIMA(snsr_val_clean),
                                           NNETAR(snsr_val_clean),
                                           TSLM(snsr_val_clean ~ trend()),
                                           ETS(snsr_val_clean)))

The fitting takes 486.989s according to tictoc() and runs in paralell without problems (I am loading purrr+furrr+future). However when trying to inspect the mable object as:

augment(ts_models)
It has been running for 1h and a half in single core and I can not access the results.

BR
/Edgar

[mitchelloharawild]

I've moved this to fabletools as this is likely due to the combination handling in fabletools. It might also be due to the residuals() and fitted() methods for the fable models, which are due for some performance improvements this week.
Can I ask how many series are in your ts_tibble?

[edgBR]

Hi @mitchelloharawild

I have 4273 time series in weekly frequency. However it seemed to me interesting that the fitting was faster than getting the residuals.

BR
/Edgar

[mitchelloharawild]

Performance improvements have been made in b6b336c, and further improvements are coming.

[edgBR]

Hi @mitchelloharawild thanks for the update.

Is 0.2.0 already in CRAN?

[mitchelloharawild]

Yes it is.

[edgBR]

Still really slow as well as my_models %>% accuracy()