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.

136 questions

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1 answer

forecasting in fable ARIMA blowing up

I am trying to fit an ARIMA model (fable package) where I include dummies. Here is the code I am using mod_region <- aggregated_region %>% filter(SETTLEMENTDATE < '2020-02-11') %>% model( arima = ARIMA(sum ~ as.factor(Day)) ) fc_region…

r forecasting fable-r

asked Apr 07 '20 at 12:33

adelaide_user_1009

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1 answer

Reconciliation in Fable runs out of RAM

I am trying to use forecast reconciliation in fable to improve forecasts at low, intermittent hierarchy levels. However, my computer runs out of memory for anything but trivial examples. I am basing my analysis on example code from the presentation…

r memory forecasting fable-r

asked Feb 24 '20 at 12:49

Daniel B

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2 answers

Extract Model Description from a mable

I have a mable object that is like so: models # A mable: 1 x 3 ets arima nnetar 1 …

r fable-r tidyverts

asked Jan 13 '20 at 18:00

MCP_infiltrator

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Preprocessing tsibble to run time series models from fable package

I am trying to run some models on some monthly time series data. The times series data are not of equal length and also not starting/ending from/in the same month. What I have is a numeric month column and a numeric year column. I have created a…

r fable-r tsibble

asked Nov 21 '19 at 14:54

JontroPothon

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1 answer

Download forecast values from tsibble (Fable)

I'm sure this is a simple question, but relatively new here. I'm trying to extract the forecasted values in a CSV/table I can use outside of R. I followed along with the multiple series example from here:…

tsibble fable-r

asked Oct 04 '19 at 16:43

ben87

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0 answers

Variable Importance with fable::NNETAR?

Is there a way to get a view of variable importance from a fable::NNETAR model? Something like the little made-up nnet example below? library(tidyverse) library(fable) #> Loading required package:…

r fable-r

asked Sep 18 '19 at 21:12

Carl

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Interpolate Time Series Using Weighted Loess in R

I have a dataset of multiple lakes with water level elevations through time. The observations are not regularly spaced and have many large gaps. Further, some of the older observations may be of lower or unknown quality. I created a separate model…

r interpolation imputation tsibble fable-r

asked Aug 30 '19 at 20:29

Bob SomeAle

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1 answer

Class of index in fable::forecast

forecast function of package fable seems to have a strange effect on dates (index) # build a simple tible > df <- tibble( d = seq.Date(ymd('2018-02-12'), by = 7 , length = n ), x = seq_len(10)) # convert dates to yearweek objects > df <- df…

r tsibble fable-r

asked Jun 16 '19 at 08:11

Andrea

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1 answer

handle errors with try on fable

This code works correctly require(fable) it <- tsibbledata::global_economy %>% filter(Country == "Italy") fm0 <- model(.data = it, ARIMA(log(GDP) ~ Population), ETS(log(GDP))) Next one is not expected to work fm1 <- …

r fable-r

asked May 22 '19 at 23:43

Andrea

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1 answer

How to add normal plot to a ggplot of residuals

I would like to add a plot of the normal distribution with mean and variance of the residuals in a model in the same plot as the histogram of the residuals. I am using the code below from chapter 5 of fpp3: aug <- google_2015 |> …

r ggplot2 fable-r

asked Aug 18 '23 at 23:03

Ray Tayek

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1 answer

How to fix TSLM warning: argument must be coercible to non-negative integer

I am trying to find multiple seasonality in a stock price time series (GOOG). Converting the double closing price column to an integer complains also. There are no NA's and all of the numbers are positive. Ho do I get rid of this error? Edit 1: Not…

r time-series fable-r

asked Jun 11 '23 at 05:38

Ray Tayek

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1 answer

error when creating a fable with as_fable()

I have generated a forecast with the tree-based method and now want to create a fable object. Therefore I created a tsibble object "fc_cart" (details at the end) with the predicted values (yhat) and bootstrapped residuals for the prediction…

r fable-r

asked Jun 10 '23 at 14:44

Mat

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1 answer

ARIMA model accuracy scores show NaN

I created some arima models for my financial forecasting work, when I checked for accuracy, for some reason, I am getting NaN results, if someone could please help, that would be much appreciated. Here is what I did: library(fpp3) file <- file %>%…

r forecast fable-r

asked Jun 06 '23 at 20:48

On_demand

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0 answers

forecasting auto.arima and prophet together on yearly data with fable

i want to compare an arima model with a prophet model on yearly data. In order to use prophet it seems i need to at least have a montly date-format, so i used yearmonth to convert the date to the ymd format. As result i have a timeseries with one…

r arima forecast fable-r prophet

asked Mar 17 '23 at 15:43

sisyphos

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1 answer

creating multiple individual forecast plots in Fable based on group selection

I am using the fable package in R to forecast. I have successfully created forecasts for my units of interest (in this case metropolitan areas). My issue is that, instead of using facet_wrap for autoplot, I want to generate forecast graphs for each…

r fable-r

asked Mar 13 '23 at 19:22

John Meszaros

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