fabletools0.5.0 package

Core Tools for Packages in the 'fable' Framework

accuracy

Evaluate accuracy of a forecast or model

agg_vec

Create an aggregation vector

aggregate_index

Expand a dataset to include temporal aggregates

aggregate_key

Expand a dataset to include other levels of aggregation

aggregation-vctrs

Internal vctrs methods

as_mable

Coerce a dataset to a mable

as-dable

Coerce to a dable object

as-fable

Coerce to a fable object

augment

Augment a mable

autoplot.dcmp_ts

Decomposition plots

autoplot.fbl_ts

Plot a set of forecasts

autoplot.tbl_ts

Plot time series from a tsibble

bias_adjust

Bias adjust back-transformation functions

bottom_up

Bottom up forecast reconciliation

box_cox

Box Cox Transformation

combination_ensemble

Ensemble combination

combination_model

Combination modelling

combination_weighted

Weighted combination

common_xregs

Common exogenous regressors

components

Extract components from a fitted model

construct_fc

Construct a new set of forecasts

dable-vctrs

Internal vctrs methods

dable

Create a dable object

decomposition_model

Decomposition modelling

directional_accuracy_measures

Directional accuracy measures

distribution_accuracy_measures

Distribution accuracy measures

distribution_var

Return distribution variable

estimate

Estimate a model

fable-vctrs

Internal vctrs methods

fable

Create a fable object

fabletools-package

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

feature_set

Create a feature set from tags

features_by_pkg

Features by package

features_by_tag

Features by tag

features

Extract features from a dataset

fitted.mdl_df

Extract fitted values from models

forecast

Produce forecasts

freq_tools

Extract frequencies for common seasonal periods

generate.mdl_df

Generate responses from a mable

glance

Glance a mable

hypothesize.mdl_df

Run a hypothesis test from a mable

interpolate

Interpolate missing values

interval_accuracy_measures

Interval estimate accuracy measures

IRF

Compute Impulse Response Function (IRF)

is_aggregated

Is the element an aggregation of smaller data

is_dable

Is the object a dable

is_fable

Is the object a fable

is_mable

Is the object a mable

is_model

Is the object a model

MAAPE

Mean Arctangent Absolute Percentage Error

mable_vars

Return model column variables

mable-vctrs

Internal vctrs methods

mable

Create a new mable

middle_out

Middle out forecast reconciliation

min_trace

Minimum trace forecast reconciliation

model_lhs

Extract the left hand side of a model

model_rhs

Extract the right hand side of a model

model_sum

Provide a succinct summary of a model

model

Estimate models

new_specials

Create evaluation environment for specials

new_transformation

Create a new modelling transformation

new-model-class

Create a new class of models

null_model

NULL model

outliers

Identify outliers

parse_model_lhs

Parse the RHS of the model formula for transformations

parse_model_rhs

Parse the RHS of the model formula for specials

parse_model

Parse the model specification for specials

point_accuracy_measures

Point estimate accuracy measures

reconcile

Forecast reconciliation

reexports

Objects exported from other packages

refit

Refit a mable to a new dataset

register_feature

Register a feature function

report

Report information about an object

residuals.mdl_df

Extract residuals values from models

response_vars

Return response variables

response

Extract the response variable from a model

scenarios

A set of future scenarios for forecasting

skill_score

Forecast skill score measure

special_xreg

Helper special for producing a model matrix of exogenous regressors

stream

Extend a fitted model with new data

tidy

Extract model coefficients from a mable

top_down

Top down forecast reconciliation

traverse

Recursively traverse an object

unpack_hilo

Unpack a hilo column

validate_formula

Validate the user provided model

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.

  • Maintainer: Mitchell O'Hara-Wild
  • License: GPL-3
  • Last published: 2024-09-17