bikes_param_search.R

results <- vector(mode = 'numeric', length = nrow(prophetGrid))

# Search best parameters
for (i in seq_len(nrow(prophetGrid))) {
    parameters <- prophetGrid[i, ]
    if (parameters$growth == 'logistic') {train$cap <- parameters$capacity}
    
    m <- prophet(train, growth = parameters$growth, holidays = holidays,
                 seasonality.prior.scale = parameters$seasonality_prior_scale, 
                 changepoint.prior.scale = parameters$changepoint_prior_scale,
                 holidays.prior.scale = parameters$holidays_prior_scale)
    
    future <- make_future_dataframe(m, periods = 184)
    if (parameters$growth == 'logistic') {future$cap <- parameters$capacity}
    
    # NOTE: There's a problem in function names with library(caret)
    forecast <- predict(m, future)
    
    results[i] <- forecast::accuracy(forecast[forecast$ds %in% valid$ds, 'yhat'], valid$y)[ , 'MAE']
}

prophetGrid <- cbind(prophetGrid, results)
best_params <- prophetGrid[prophetGrid$results == min(results), ]