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Questions tagged [fable-r]

R package for tidy time series forecasting (fable: Forecasting Models for Tidy Time Series)

fable: Forecasting Models for Tidy Time Series

Provides a collection of commonly used univariate and multivariate time series forecasting models including automatically selected exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models.

These models work within the 'fable' framework provided by the 'fabletools' package, which provides the tools to evaluate, visualise, and combine models in a workflow consistent with the tidyverse.

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R Fable: How To Access Distribution Object Elements

I am using the fable package for time series analysis. With the code below, I can produce a forecast in the form of an object of class fable (my_forecast). I am looking for a way to access the elements in the 3rd column of this table. For example,…
dkent
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R - unpacking and loop model fitting

I am currently in a scenario where I need to fit multiple models where I just change one of the parameters. library(fpp3) gas <- us_gasoline %>% filter(year(Week) <= 2004) gas %>% autoplot(Barrels) fit <- gas %>% model( fourier1 =…
jj_coder
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Hyperparameter optimization while using fable.prophet?

I would like to do hyperparameter optimisation while using the awesome fable package(here fable.prophet) from tidyverts Using the example of fable.prophet like as mentioned at https://github.com/mitchelloharawild/fable.prophet. fit <- cafe %>% …
cube
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R fable::model() "turn on" progress bar

How do I "turn on" the progress bar for slower model()s? It seems to be an option according to development in fable and fabletools... but I can't turn it on. Can someone please tell me what I am missing? Sys.setenv(TZ =…
seapen
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Hierarchical Forecasting using R

I am using fable package to forecast for hierarchical time series and depth of all nodes is not equal. Use case is, forecasting contacts at country -> state -> district level. Forecast values have to add up to country level when aggregated…
Balraj
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Does fable package ARIMA algorithm able to work parallel?

I am trying to create forecasts for 1000 stores using fable package. Does fable package has work in parallel like the forecast function did? Thank you very much
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How to implement Breusch-Godfrey test for a regression with ARIMA errors in R

I’m fitting a regression with ARIMA errors with the fable package and as mentioned im my previous question the Breusch-Godfrey test is not available there. The regression part of the model has two pairs of Fourier terms to account for yearly…
QuantumJazz
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Can fable reconcile hierarchical time series, where the hierarchy has different depth at different nodes?

I am using the fable package to obtain forecasts on a set of hierarchical time series. I would like to specify a hierarchy, that does not have the same depth at all nodes. Realistic example: Time series B1 and B2 are summed to time series M1. Time…
Johanna Bertl
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Forecasting using fable, how to use specials?

I'm trying to use specials when forecasting using the fable package but I can't figure out the syntax of how to use them and I haven't been able to find an example that I can use as a guide. I've put a simple example below of trying to use a window…
Jerry424
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Setting index in a tsibble

Do you ever look back a your old questions and feel a bit embarrassed? I just did, and now I do. And I'll probably feel the same about this one at some point. I'm trying to move my forecasting work to fable. In the process I'm trying to use a…
tjbrooks
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How to dynamically update the variable name passed to the ARIMA function in the fable package in an R loop,?

I am trying to estimate a series of ARIMA models in a loop, passing in a different dependent variable each iteration from from a list of dependent variables using the. I am trying to use the fable package to do this in R. But I can't seem to pass…
W. A. Birdthistle
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How to fit a regression model with ARIMA errors on the seasonally adjusted component of a time series (in R)?

I want to do these two things (combined) with a time series T: forecast the seasonally adjusted component of T (STL used for the decomposition) and "add back" the seasonality (I assume that the seasonal component is unchanging, so I use naïve…
Raffaele Giannella
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Fitting a model to a high frequency timeseries and forecasting on the short term using fable

I have a timeseries of a value with a fairly high frequency (15 minutes). The timeseries has no missing values and shows some daily and weekly periodic components. I'm trying to model it using fable in R, but I can't seem to find any decent result,…
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Fable forecast data set requests and functions

does any one have the dataset requirements for fable package in R here some problems I had, any one can give any suggestion will be nice. my R version is platform x86_64-w64-mingw32 arch x86_64 os mingw32 system …
CloverCeline
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Autoplot plots ONLY the forecast for ETS using fable for time series in R

I've been playing around with forecast, fable, and tibble, and was working through Rob Hyndman's examples HERE. When I get to the end of the "auscafe" example, the autoplot that comes out is ONLY for the forecast, not the original plot PLUS the…
Steph
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