Parameter tuning of the bfastlite function
Please follow up on https://github.com/bfast2/bfast/issues/113. Roger --- Roger Bivand Emeritus Professor Department of Economics Norwegian School of Economics, Bergen, Norway ________________________________ Fra: R-sig-Geo <r-sig-geo-bounces at r-project.org> p? vegne av Roger Bivand <Roger.Bivand at nhh.no> Sendt: fredag, september 27, 2024 10:33:25 a.m. Til: Hugo Costa <hugoagcosta at gmail.com> Kopi: r-sig-geo <r-sig-geo at r-project.org> Emne: Re: [R-sig-Geo] Parameter tuning of the bfastlite function The last update was 2021-05-10; the package is available on CRAN, so no worries, but also only one small correction to documentation since then. On that basis, I'd reach out to the maintainer directly. Roger -- Roger Bivand Emeritus Professor Norwegian School of Economics Postboks 3490 Ytre Sandviken, 5045 Bergen, Norway Roger.Bivand at nhh.no
From: Hugo Costa <hugoagcosta at gmail.com>
Sent: 27 September 2024 10:00
To: Roger Bivand
Cc: Nikolaos Tziokas; r-sig-geo
Subject: Re: [R-sig-Geo] Parameter tuning of the bfastlite function
Sent: 27 September 2024 10:00
To: Roger Bivand
Cc: Nikolaos Tziokas; r-sig-geo
Subject: Re: [R-sig-Geo] Parameter tuning of the bfastlite function
You don't often get email from hugoagcosta at gmail.com. Learn why this is important<https://aka.ms/LearnAboutSenderIdentification> It's a pity if BFAST is not developed and maintained... Hugo Roger Bivand <Roger.Bivand at nhh.no<mailto:Roger.Bivand at nhh.no>> escreveu (sexta, 27/09/2024 ?(s) 08:47): Could I suggest waiting until https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fbfast2%2Fbfast%2Fissues%2F113&data=05%7C02%7CRoger.Bivand%40nhh.no%7C57a12d2f8ad64b7a256408dcdecf0bd3%7C33a15b2f849941998d56f20b5aa91af2%7C0%7C0%7C638630228055257289%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C0%7C%7C%7C&sdata=ABYk2bkfc06Mg2%2FjDRQ%2FVyF2Ip1t25i9Pk05kMD0nWg%3D&reserved=0<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fbfast2%2Fbfast%2Fissues%2F113&data=05%7C02%7CRoger.Bivand%40nhh.no%7C57a12d2f8ad64b7a256408dcdecf0bd3%7C33a15b2f849941998d56f20b5aa91af2%7C0%7C0%7C638630228055277013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C0%7C%7C%7C&sdata=70FJ6V8Tbwys%2FGgzXeEqcLGvZ4AAYOFp05l3noQobts%3D&reserved=0><https://github.com/bfast2/bfast/issues/113> which contains the same content has been attended to? Alternatively link to the list archives in the github issue to ensure that any responses to one channel do not get overlooked on the other channel (I've linked for now)? Emailing directly or github pinging the package developers may also help if this is urgent. Also consider reaching out to authors/maintainers of packages using bfast https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcran.r-project.org%2Fpackage%3Dbfast&data=05%7C02%7CRoger.Bivand%40nhh.no%7C57a12d2f8ad64b7a256408dcdecf0bd3%7C33a15b2f849941998d56f20b5aa91af2%7C0%7C0%7C638630228055287053%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C0%7C%7C%7C&sdata=AimFwdWsVSLJPtJam5bP8pTX85fv1IdgGgeX6pSnb%2Bs%3D&reserved=0<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fcran.r-project.org%2Fpackage%3Dbfast&data=05%7C02%7CRoger.Bivand%40nhh.no%7C57a12d2f8ad64b7a256408dcdecf0bd3%7C33a15b2f849941998d56f20b5aa91af2%7C0%7C0%7C638630228055298284%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C0%7C%7C%7C&sdata=P%2B%2BSDER6GodY%2BUwdIQnheP6q%2B8iHi75lccuUMDRy6tY%3D&reserved=0><https://cran.r-project.org/package=bfast>, and look (I'm sure you already have looked) among the many articles citing the underlying work. The package description mentions a forthcoming paper on BFAST Lite - this seems to be https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdoi.org%2F10.3390%2Frs13163308&data=05%7C02%7CRoger.Bivand%40nhh.no%7C57a12d2f8ad64b7a256408dcdecf0bd3%7C33a15b2f849941998d56f20b5aa91af2%7C0%7C0%7C638630228055308702%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C0%7C%7C%7C&sdata=v2NugDxN7r7kI6RWHCkCQy%2BnuNAYFv3EqvNc71wiM3M%3D&reserved=0<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdoi.org%2F10.3390%2Frs13163308&data=05%7C02%7CRoger.Bivand%40nhh.no%7C57a12d2f8ad64b7a256408dcdecf0bd3%7C33a15b2f849941998d56f20b5aa91af2%7C0%7C0%7C638630228055318828%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C0%7C%7C%7C&sdata=sfeir%2BQ4PTWJ1h2JS%2F8uns5V9pNAFY4iPC2hIdtm8sc%3D&reserved=0><https://doi.org/10.3390/rs13163308>. This isn't my field, but I think that bfast isn't being developed actively, and you may need to search broadly to try to resolve your issues, so looking at how other users handle this may help. Hope this helps, Roger -- Roger Bivand Emeritus Professor Norwegian School of Economics Postboks 3490 Ytre Sandviken, 5045 Bergen, Norway Roger.Bivand at nhh.no<mailto:Roger.Bivand at nhh.no> ________________________________________ From: R-sig-Geo <r-sig-geo-bounces at r-project.org<mailto:r-sig-geo-bounces at r-project.org>> on behalf of Nikolaos Tziokas <nikos.tziokas at gmail.com<mailto:nikos.tziokas at gmail.com>> Sent: 27 September 2024 02:19 To: r-sig-geo Subject: [R-sig-Geo] Parameter tuning of the bfastlite function [You don't often get email from nikos.tziokas at gmail.com<mailto:nikos.tziokas at gmail.com>. Learn why this is important at https://aka.ms/LearnAboutSenderIdentification ] I am using the bfastlite() function from the BFAST package to run a time-series analysis. From the author's paper (BFAST Lite: A Lightweight Break Detection Method for Time Series Analysis) (table 2), I quote: "Needs parameter tuning to optimise performance, does not differentiate between breaks in seasonality and trend" So far, I was fine-tuning the model manually, that is, I was changing the parameters one by one, which is time-consuming. Does someone have a better solution regarding the fine-tuning of the model? To see which parameters of the model achieve the best results, I was checking the dates in the detected breakpoints (visual inspection). I am not sure if that method (visual inspection) is appropriate. I apologize if this question sound a bit vague, so let me expand a little bit. After running the bfastlite() using the default parameters (i.e., bp = bfastlite(datats)), we get a result. Is there a way to measure (something like rmse, or r-squared) how well the algorithm modeled the ts? What I basically mean is that if there is an index equivalent to let's say rmse when someone is running a linear regression. For example, what if the parameter breaks with BIC instead of LWZ detects more accurate the breakpoints (by visually inspecting the detected breakpoints)? Apart from the visual inspection, shouldn't be some other way to measure the performance of the model? Based on the above, is there a more efficient way to optimize the parameters of the model (based on some metric)? What do I mean by optimizing the parameters? I think with an example I can explain it better. When someone is tuning a random forest model, he/she can perform a full grid search to find the optimal parameters of the model (mtry, number of trees, etc) by searching all the possible combinations and for each combination he/she checks the rmse (or mse, r-squared). Is this what the authors of the paper meant when they said "Needs parameter tuning to optimise performance"? And if so, how did they do it? library(bfast) plot(simts) # stl object containing simulated NDVI time series datats <- ts(rowSums(simts$time.series)) # sum of all the components (season,abrupt,remainder) tsp(datats) <- tsp(simts$time.series) # assign correct time series attributes plot(datats) # Detect breaks. default parameters bp = bfastlite(datats) plot(bp) # optimized model ?????? bp_opt <- bfastlite() R 4.4.1, bfast 1.6.1, Windows 11. 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