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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

15,111

Version

0.4.2

License

GPL-3

Issues

84

Pull Requests

5

Stars

95

Forks

36

Maintainer

Mitchell O'Hara-Wild

Last Published

April 22nd, 2024

Functions in fabletools (0.4.2)

autoplot.tbl_ts

Plot time series from a tsibble
features_by_pkg

Features by package
decomposition_model

Decomposition modelling
dable

Create a dable object
interpolate.mdl_df

Interpolate missing values
dable-vctrs

Internal vctrs methods
new_model_class

Create a new class of models
components.mdl_df

Extract components from a fitted model
is_aggregated

Is the element an aggregation of smaller data
winkler_score

Interval estimate accuracy measures
middle_out

Middle out forecast reconciliation
fitted.mdl_df

Extract fitted values from models
new_transformation

Create a new modelling transformation
feature_set

Create a feature set from tags
min_trace

Minimum trace forecast reconciliation
is_dable

Is the object a dable
forecast.mdl_df

Produce forecasts
new_specials

Create evaluation environment for specials
features

Extract features from a dataset
construct_fc

Construct a new set of forecasts
MDA

Directional accuracy measures
outliers

Identify outliers
autoplot.fbl_ts

Plot a set of forecasts
distribution_var

Return distribution variable
estimate

Estimate a model
common_periods

Extract frequencies for common seasonal periods
validate_formula

Validate the user provided model
features_by_tag

Features by tag
unpack_hilo

Unpack a hilo column
is_fable

Is the object a fable
parse_model_lhs

Parse the RHS of the model formula for transformations
null_model

NULL model
stream

Extend a fitted model with new data
hypothesize.mdl_df

Run a hypothesis test from a mable
model_sum

Provide a succinct summary of a model
generate.mdl_df

Generate responses from a mable
reconcile

Forecast reconciliation
is_mable

Is the object a mable
mable_vars

Return model column variables
glance.mdl_df

Glance a mable
reexports

Objects exported from other packages
percentile_score

Distribution accuracy measures
parse_model_rhs

Parse the RHS of the model formula for specials
tidy.mdl_df

Extract model coefficients from a mable
model_rhs

Extract the right hand side of a model
register_feature

Register a feature function
refit.mdl_df

Refit a mable to a new dataset
mable

Create a new mable
response

Extract the response variable from a model
report

Report information about an object
parse_model

Parse the model specification for specials
residuals.mdl_df

Extract residuals values from models
ME

Point estimate accuracy measures
fable-vctrs

Internal vctrs methods
model_lhs

Extract the left hand side of a model
is_model

Is the object a model
fable

Create a fable object
response_vars

Return response variables
model

Estimate models
skill_score

Forecast skill score measure
fabletools-package

fabletools: Core Tools for Packages in the 'fable' Framework
mable-vctrs

Internal vctrs methods
scenarios

A set of future scenarios for forecasting
special_xreg

Helper special for producing a model matrix of exogenous regressors
top_down

Top down forecast reconciliation
traverse

Recursively traverse an object
MAAPE

Mean Arctangent Absolute Percentage Error
agg_vec

Create an aggregation vector
aggregate_index

Expand a dataset to include temporal aggregates
aggregation-vctrs

Internal vctrs methods
as_dable

Coerce to a dable object
as_mable

Coerce a dataset to a mable
aggregate_key

Expand a dataset to include other levels of aggregation
bottom_up

Bottom up forecast reconciliation
augment.mdl_df

Augment a mable
box_cox

Box Cox Transformation
accuracy.mdl_df

Evaluate accuracy of a forecast or model
combination_weighted

Weighted combination
as_fable

Coerce to a fable object
autoplot.dcmp_ts

Decomposition plots
bias_adjust

Bias adjust back-transformation functions
combination_model

Combination modelling
combination_ensemble

Ensemble combination
common_xregs

Common exogenous regressors