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fabletools

The R package fabletools provides tools for building modelling packages, with a focus on time series forecasting. This package allows package developers to extend fable with additional models, without needing to depend on the models supported by fable.

Installation

You could install the stable version on CRAN:

install.packages("fabletools")

You can install the development version from GitHub:

# install.packages("remotes")
remotes::install_github("tidyverts/fabletools")

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Version

Install

install.packages('fabletools')

Monthly Downloads

16,168

Version

0.3.4

License

GPL-3

Issues

86

Pull Requests

4

Stars

95

Forks

36

Maintainer

Mitchell O'Hara-Wild

Last Published

October 11th, 2023

Functions in fabletools (0.3.4)

estimate

Estimate a model
dable-vctrs

Internal vctrs methods
dable

Create a dable object
common_periods

Extract frequencies for common seasonal periods
generate.mdl_df

Generate responses from a mable
fabletools-package

fabletools: Core Tools for Packages in the 'fable' Framework
construct_fc

Construct a new set of forecasts
mable-vctrs

Internal vctrs methods
fable-vctrs

Internal vctrs methods
features_by_tag

Features by tag
fable

Create a fable object
is_model

Is the object a model
components.mdl_df

Extract components from a fitted model
forecast.mdl_df

Produce forecasts
is_dable

Is the object a dable
decomposition_model

Decomposition modelling
hypothesize.mdl_df

Run a hypothesis test from a mable
box_cox

Box Cox Transformation
percentile_score

Distribution accuracy measures
features_by_pkg

Features by package
is_aggregated

Is the element an aggregation of smaller data
fitted.mdl_df

Extract fitted values from models
feature_set

Create a feature set from tags
glance.mdl_df

Glance a mable
distribution_var

Return distribution variable
middle_out

Middle out forecast reconciliation
new_model_class

Create a new class of models
model

Estimate models
min_trace

Minimum trace forecast reconciliation
is_fable

Is the object a fable
model_rhs

Extract the right hand side of a model
is_mable

Is the object a mable
features

Extract features from a dataset
interpolate.mdl_df

Interpolate missing values
MDA

Directional accuracy measures
outliers

Identify outliers
model_sum

Provide a succinct summary of a model
mable_vars

Return model column variables
mable

Create a new mable
ME

Point estimate accuracy measures
winkler_score

Interval estimate accuracy measures
stream

Extend a fitted model with new data
reconcile

Forecast reconciliation
tidy.mdl_df

Extract model coefficients from a mable
null_model

NULL model
new_transformation

Create a new modelling transformation
register_feature

Register a feature function
parse_model

Parse the model specification for specials
skill_score

Forecast skill score measure
special_xreg

Helper special for producing a model matrix of exogenous regressors
parse_model_rhs

Parse the RHS of the model formula for specials
model_lhs

Extract the left hand side of a model
parse_model_lhs

Parse the RHS of the model formula for transformations
residuals.mdl_df

Extract residuals values from models
new_specials

Create evaluation environment for specials
refit.mdl_df

Refit a mable to a new dataset
scenarios

A set of future scenarios for forecasting
response_vars

Return response variables
reexports

Objects exported from other packages
unpack_hilo

Unpack a hilo column
validate_formula

Validate the user provided model
report

Report information about an object
top_down

Top down forecast reconciliation
response

Extract the response variable from a model
traverse

Recursively traverse an object
accuracy.mdl_df

Evaluate accuracy of a forecast or model
augment.mdl_df

Augment a mable
agg_vec

Create an aggregation vector
as_dable

Coerce to a dable object
combination_ensemble

Ensemble combination
aggregate_key

Expand a dataset to include other levels of aggregation
as_mable

Coerce a dataset to a mable
aggregation-vctrs

Internal vctrs methods
aggregate_index

Expand a dataset to include temporal aggregates
combination_model

Combination modelling
MAAPE

Mean Arctangent Absolute Percentage Error
autoplot.fbl_ts

Plot a set of forecasts
as_fable

Coerce to a fable object
autoplot.dcmp_ts

Decomposition plots
bottom_up

Bottom up forecast reconciliation
combination_weighted

Weighted combination
common_xregs

Common exogenous regressors
autoplot.tbl_ts

Plot time series from a tsibble
bias_adjust

Bias adjust back-transformation functions