Package: fabletools 0.5.0

Mitchell OHara-Wild

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

Provides tools, helpers and data structures for developing models and time series functions for 'fable' and extension packages. These tools support a consistent and tidy interface for time series modelling and analysis.

Authors:Mitchell O'Hara-Wild [aut, cre], Rob Hyndman [aut], Earo Wang [aut], Di Cook [ctb], George Athanasopoulos [ctb], David Holt [ctb]

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fabletools.pdf |fabletools.html✨
fabletools/json (API)
NEWS

# Install 'fabletools' in R:
install.packages('fabletools', repos = c('https://robjhyndman.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tidyverts/fabletools/issues

On CRAN:

12.17 score 90 stars 17 packages 318 scripts 21k downloads 100 exports 49 dependencies

Last updated 13 days agofrom:2b6cd38213. Checks:OK: 7. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 08 2024
R-4.5-winOKNov 08 2024
R-4.5-linuxOKNov 08 2024
R-4.4-winOKNov 08 2024
R-4.4-macOKNov 08 2024
R-4.3-winOKNov 08 2024
R-4.3-macOKNov 08 2024

Exports:%>%accuracyACF1agg_vecaggregate_keyas_dableas_fableas_mableas_tsibbleaugmentautolayerautoplotbias_adjustbottom_upbox_coxcombination_ensemblecombination_modelcombination_weightedcommon_periodscommon_xregscomponentsconstruct_fcCRPSdabledecomposition_modeldirectional_accuracy_measuresdistribution_accuracy_measuresdistribution_varequationestimatefablefeature_setfeaturesfeatures_allfeatures_atfeatures_ifforecastgenerateget_frequenciesglancehfittedhilohypothesizeinterpolateinterval_accuracy_measuresinv_box_coxinvert_transformationIRFis_aggregatedis_dableis_fableis_mableis_modelis_null_modelMAAPEmablemable_varsMAEMAPEMASEMDAMDPVMDVMEmiddle_outmin_tracemodelmodel_lhsmodel_rhsmodel_sumMPEMSEnew_model_classnew_model_definitionnew_specialsnew_transformationnull_modeloutlierspercentile_scorepinball_losspoint_accuracy_measuresquantile_scorereconcilerefitregister_featurereportresponseresponse_varsRMSERMSSEscaled_pinball_lossscenariosskill_scorespecial_xregstreamtidytop_downunpack_hilovarswinkler_score

Dependencies:anytimeBHclicolorspacecpp11digestdistributionaldplyrellipsisfansifarvergenericsggdistggplot2gluegtableisobandlabelinglatticelifecyclelubridatemagrittrMASSMatrixmgcvmunsellnlmenumDerivpillarpkgconfigprogressrpurrrquadprogR6RColorBrewerRcpprlangscalesstringistringrtibbletidyrtidyselecttimechangetsibbleutf8vctrsviridisLitewithr

Extending fabletools: Models

Rendered fromextension_models.Rmdusingknitr::rmarkdownon Nov 08 2024.

Last update: 2020-08-04
Started: 2020-03-25

Readme and manuals

Help Manual

Help pageTopics
fabletools: Core Tools for Packages in the 'fable' Frameworkfabletools-package fabletools
Evaluate accuracy of a forecast or modelaccuracy.fbl_ts accuracy.mdl_df accuracy.mdl_ts
Create an aggregation vectoragg_vec
Expand a dataset to include temporal aggregatesaggregate_index
Expand a dataset to include other levels of aggregationaggregate_key
Coerce to a dable objectas_dable as_dable.tbl_df as_dable.tbl_ts
Coerce to a fable objectas_fable as_fable.fbl_ts as_fable.forecast as_fable.grouped_df as_fable.grouped_ts as_fable.tbl_df as_fable.tbl_ts
Coerce a dataset to a mableas_mable as_mable.data.frame
Augment a mableaugment.mdl_df augment.mdl_ts
Decomposition plotsautoplot.dcmp_ts
Plot a set of forecastsautolayer.fbl_ts autoplot.fbl_ts
Plot time series from a tsibbleautolayer.tbl_ts autoplot.tbl_ts
Bottom up forecast reconciliationbottom_up
Box Cox Transformationbox_cox inv_box_cox
Ensemble combinationcombination_ensemble
Combination modellingcombination_model
Weighted combinationcombination_weighted
Extract frequencies for common seasonal periodscommon_periods common_periods.default common_periods.interval common_periods.tbl_ts get_frequencies get_frequencies.character get_frequencies.NULL get_frequencies.numeric get_frequencies.Period
Common exogenous regressorscommon_xregs
Extract components from a fitted modelcomponents.mdl_df components.mdl_ts
Create a dable objectdable
Decomposition modellingdecomposition_model
Return distribution variabledistribution_var
Estimate a modelestimate estimate.tbl_ts
Create a fable objectfable
Create a feature set from tagsfeature_set
Extract features from a datasetfeatures features_all features_at features_if
Extract fitted values from modelsfitted.mdl_df fitted.mdl_ts hfitted
Produce forecastsforecast.mdl_df forecast.mdl_ts
Generate responses from a mablegenerate.mdl_df generate.mdl_ts
Glance a mableglance.mdl_df glance.mdl_ts
Run a hypothesis test from a mablehypothesize.mdl_df hypothesize.mdl_ts
Interpolate missing valuesinterpolate.mdl_df interpolate.mdl_ts
Compute Impulse Response Function (IRF)IRF
Is the element an aggregation of smaller datais_aggregated
Is the object a dableis_dable
Is the object a fableis_fable
Is the object a mableis_mable
Is the object a modelis_model
Mean Arctangent Absolute Percentage ErrorMAAPE
Create a new mablemable
Return model column variablesmable_vars
Directional accuracy measuresdirectional_accuracy_measures MDA MDPV MDV
Point estimate accuracy measuresACF1 MAE MAPE MASE ME MPE MSE point_accuracy_measures RMSE RMSSE
Middle out forecast reconciliationmiddle_out
Minimum trace forecast reconciliationmin_trace
Estimate modelsmodel model.tbl_ts
Extract the left hand side of a modelmodel_lhs
Extract the right hand side of a modelmodel_rhs
Provide a succinct summary of a modelmodel_sum
Create a new class of modelsnew_model_class new_model_definition
Create evaluation environment for specialsnew_specials
Create a new modelling transformationinvert_transformation new_transformation
Identify outliersoutliers outliers.mdl_df outliers.mdl_ts
Distribution accuracy measuresCRPS distribution_accuracy_measures percentile_score quantile_score
Forecast reconciliationreconcile reconcile.mdl_df
Refit a mable to a new datasetrefit.mdl_df refit.mdl_ts
Register a feature functionregister_feature
Report information about an objectreport
Extract residuals values from modelsresiduals.mdl_df residuals.mdl_ts
Extract the response variable from a modelresponse
Return response variablesresponse_vars
A set of future scenarios for forecastingscenarios
Forecast skill score measureskill_score
Helper special for producing a model matrix of exogenous regressorsspecial_xreg
Extend a fitted model with new datastream stream.mdl_df
Extract model coefficients from a mablecoef.mdl_df coef.mdl_ts tidy.mdl_df tidy.mdl_ts
Top down forecast reconciliationtop_down
Interval estimate accuracy measuresinterval_accuracy_measures pinball_loss scaled_pinball_loss winkler_score