fable v0.0.0.9100

Forecasting tidy time series

The R package *fable* provides methods and tools for displaying and analysing time series forecasts. Data, model and forecast objects are all stored in a tidy format.

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fable

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The R package fable provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling. Data, model and forecast objects are all stored in a tidy format.

Installation

You can install the development version from GitHub

# install.packages("devtools")
devtools::install_github("tidyverts/fable")

Example

library(fable)
library(tsibbledata)
UKLungDeaths %>%
  model(ets = ETS(log(mdeaths))) %>%
  forecast
#> # A fable: 24 x 5 [1M]
#> # Key:     .model [1]
#>    .model    index    .h mdeaths .distribution    
#>    <chr>     <mth> <dbl>   <dbl> <dist>           
#>  1 ets    1980 Jan     1   1832. t(N(7.5, 0.0095))
#>  2 ets    1980 Feb     2   1854. t(N(7.5, 0.0095))
#>  3 ets    1980 Mar     3   1732. t(N(7.5, 0.0094))
#>  4 ets    1980 Apr     4   1444. t(N(7.3, 0.0089))
#>  5 ets    1980 May     5   1155. t(N(7.0, 0.0084))
#>  6 ets    1980 Jun     6   1050. t(N(7.0, 0.0082))
#>  7 ets    1980 Jul     7   1000. t(N(6.9, 0.0080))
#>  8 ets    1980 Aug     8    915. t(N(6.8, 0.0078))
#>  9 ets    1980 Sep     9    915. t(N(6.8, 0.0078))
#> 10 ets    1980 Oct    10   1081. t(N(7.0, 0.0082))
#> # … with 14 more rows

You can read more about the functionality of this package and the ideas behind it here: https://tidyverts.github.io/tidy-forecasting-principles/

Functions in fable

Name Description
ETS Exponential smoothing state space model
ARIMA Estimate an ARIMA model
TSLM Fit a linear model with time series components
RW Random walk models
reexports Objects exported from other packages
fable-package Forecasting Functions for Tidy Time Series
is.constant Is an object constant?
MEAN Mean models
BoxCox Box Cox Transformation
NNETAR Neural Network Time Series Forecasts
No Results!

Vignettes of fable

Name
transformations.Rmd
No Results!

Details

Remotes tidyverts/tsibble, tidyverts/tsibbledata, tidyverts/fablelite, robjhyndman/forecast
LinkingTo Rcpp (>= 0.11.0), RcppArmadillo (>= 0.2.35)
ByteCompile true
VignetteBuilder knitr
License GPL-3
URL https://github.com/tidyverts/fable
BugReports https://github.com/tidyverts/fable/issues
Encoding UTF-8
LazyData true
RoxygenNote 6.1.1
Roxygen list(markdown = TRUE, roclets=c('rd', 'collate', 'namespace'))
Language en-GB

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