--- title: "Getting started with proteus" author: "Giancarlo Vercellino" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Getting started with proteus} %\VignetteEngine{knitr::rmarkdown} --- ```{r setup, include=FALSE} knitr::opts_chunk$set(collapse = TRUE, comment = "#>", eval = FALSE) ``` `proteus` fits a variational sequence-to-sequence model to one or more time features and returns forecasts, uncertainty summaries, diagnostic plots, and error metrics. Version 2.0 keeps the neural network and plotting dependencies small; optional packages are loaded only when their feature is requested. ## A first forecast The package includes `amzn_aapl_fb`, a data frame with daily prices and a date column. A compact run is: ```{r forecast} library(proteus) fit <- proteus(amzn_aapl_fb, target = "AMZN", dates = "Date", past = 30, future = 10, epochs = 5, future_plan = "future::sequential", verbose = FALSE) fit$prediction$AMZN ``` The `prediction` table contains quantiles, location and scale summaries, and distribution diagnostics. `fit$plot$AMZN` visualizes the historical series and forecast interval, while `fit$features_errors` reports back-test metrics. ## Optional features Set `smoother = TRUE` or use `omit = FALSE` with missing values to opt into `fANCOVA` or `imputeTS`, respectively. Parallel cross-validation can be enabled with `future_plan = "future::multisession"` after installing `future` and `furrr`. The default sequential plan works with the core dependencies.