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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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Inconsistent forecast behavior when using lagged xregs in R fabletools

This is a question I opened as an issue but haven't heard from the package author, so I thought I would ask the question here. Thanks! I am noticing some inconsistencies when forecasting with lagged xregs. Specifically, forecasts for h <= lag…
Wil
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Augment a mable: residuals and innovations from regression with ARMA errors model are the same

I think there is something odd here. For example the following code gives the same values for residuals and innovations: fit <- us_change %>% model(ARIMA(Consumption ~ Income)) %>% augment() It seems that the augment() function extracts only…
QuantumJazz
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How to implement regressors in a Hierarchical Series in R, with the Fable package?

I am new to exploring the fable package, and I was wanting to implement Regressors in a Hierarchical Time Series model. How should the Dimensionality of the data be? Should there be an additional column inside the tsibble object? For example, in an…
Michael Geinner Melgarejo Flor
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Bootstrapping/simulating from data with a leap year

Happy new year! I have some data, x (temperatures) I want to bootstrap/simulate and use for prediction. Length(x) = 35064, or 366*24 + 3*365*24. The problem is the data includes values from a leap year - 2016 and I want to use it for prediction in…
QuantumJazz
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Generating long-term forecasts including prophet and temporal aggregation (thief)

I just started to use {fable} and the {tidyverts} family of tools and so far it's going quite well. I'm currently interested in producing long term probabilistic forecasts from daily data (with a monthly or quarterly resolution being fine or…
stats-hb
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Cross validation of monthly time series using fable package

I have a monthly time series data and I want to model it using different models in the Fable package by using cross validation to know the best model among the models considered. # My data google <- read_csv("google.csv") %>% tsibble(index =…
gbganalyst
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Fable forecast results for one group using a model fit on a different group

I am trying to use a fable model fit on one group's time series to predict onto another group's time series: library(dplyr) library(fable) library(feasts) library(tsibble) library(fabletools) df <- data.frame( id = rep(c('A', 'B'), each = 5), …
blacksite
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Can't convert a tsibble to a fable

I do not have a workaround for this at the moment, so desperately looking to solve this issue, no matter how cumbersome as long as my code is working again... I want to coerce a tsibble to a fable object with: as_fable Documentation says that this…
Nhaj
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fable: Error: Problem with `mutate()` input `arima`

Here is my code: library(fpp3) val <- seq(1,100,1) time <- seq.Date(as.Date("2010-01-01"), by = "day", length.out = 100 ) df <- data.frame(val = val, time = time) fit <- df %>% as_tsibble(., index = time) %>% model(arima = ARIMA(val)) fc<- fit…
user1700890
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fable package error: no applicable method for 'model' applied to

Here is my code: library(fpp3) val <- seq(1,100,1) time <- seq.Date(as.Date("2010-01-01"), by = "day", length.out = 100 ) df <- data.frame(val = val, time = time) fit <- df %>% as_tibble(., index = time) %>% model(arima = ARIMA(val)) It…
user1700890
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ANOVA test on time series models

How can I run an anova test on the time-series models. Example code (from https://otexts.com/fpp3/holt-winters.html) library(tsibble) library(tidyverse) library(fable) library(forecast) aus_holidays <- tourism %>% filter(Purpose == "Holiday")…
Aman J
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Clean up memory in Drake workflow R

I have package a massive time series workflow (4273*10 models) for 4273 time series weekly in drake. Originally I attempted to create the full workflow using the fable package. Which is quite handy to train models for grouped tsibbles, but after…
tfkLSTM
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fable::model() pass lists of external regressors to ARIMA()

I would like to pass a list of models with different external regressors to an ARIMA model within fable::model(). Ultimately, I would like to pass every possible combination of a few (up to 10) external variables to ARIMA(). Using the household…
seapen
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Adding theta model with fable forecasting estimates

I want to use theta model implemented in Forecast package inside my fable forecasting model. This what I am trying to do. library(forecast) library(tidyverse) library(fable) library(tsibble) library(fabletools) tourism_aus <- tourism %>% …
JontroPothon
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Accuracy Function: MAPE correction

I am trying to forecast the hourly visits to a hospital ED. For some hours the actual value is 0 and that is a real problem when I calculate the MAPE for each model. I saw this question where it is suggested the use of MASE (mean absolute scaled…
Diana Serrano
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