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Is there an option to also keep the submodel forecasts in the output when forecasting using an ensemble?
At the moment I'm currently doing something like
# Put both the submodels and ensemble into the table
ensemble_tbl <- submodel_table %>%
add_modeltime_model(ensemble_fit_glmnet)
It works, but is pretty much duplicating the whole forecasting time duration.
I had a look through this repos modeltime_forecast function and I see the forecasts are made but not kept, I was thinking of adding a flag in those forecast functions to keep_submodel_forecasts
, what do you think?
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