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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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Modeltime nested modeling residuals and fitted values

I'm new to time series work. I'm going back and forth between the fable and modeltime family of packages. One feature that is easy to get from fable is the fitted values so you can see how the model fitted visually. I have found several…
Brian Head
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R Fable Prophet - report() not available. How to extract model equation and interpret coefficients?

I've developed a model like so: fit <- data %>% model( prophet = fable::prophet(Value ~ xreg(a, b, c, d, e) ) ) The xregs are all binary intervention variables…
Cero
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Does the hierarchical structure of an xreg influence selection a fable model?

I was looking at this post which got me wondering: if an xreg for a fable model is hierarchical, does this influence model selection of the dependent variable? In other words, would using the hierarchical xreg vs an aggregate of the xreg values…
Eric
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Is there a way to use R Fable with Spark?

I've successfully built a pipeline for hierarchial time-series forecasting using the fable package. For now I've used multicore function from the future pacakge (in Databricks). And, for ~1k time series the runtime isn't too bad. Below is the code I…
Brian Head
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Multisession (future) and fable

I'm trying to use the ARIMA function from the fable package. I'd like to test, using cross validation, every specification, given by the pdqPDQ data.frame rows, using a multisession plan from the future package. I will then make forecasts and later…
Rodrigo Remedio
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How to merge two tsibbles containing ?

I am trying to merge() two tsibble objects that contain aggregated values. The reason I cannot use cbind() is because one of the aggregated tsibble objects contains values only for the "parent" level (i.e., upper-level) of the hierarchy, not the…
Eric
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R Hierarchical Prophet model CI?

I am forecasting hierarchical time series using a FB Prophet model via fable/fable.prophet. The hierarchy only has two levels (individual data and aggregate). Prophet returns confidence intervals for the individual time series, but not for the…
Eric
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Recycle input error when using box cox transformation on multiple key variables

I have been trying to use the Box cox transformation inside an ARIMA model(Dynamic harmonic regression with Fourier terms). But for some reason, I'm getting the below error "Error in stop_vctrs(): ! Can't recycle input of size 2 to size 36." Could…
Arvind Menon
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Automated way of defining hierarchic structure in fabletools::aggregate_key

I'm looking for an automated way to declare the .spec-part from aggregate_key, starting from a vector of strings containing the names of the variables linked to the different levels. The following of course doesn't work, but everything I tried with…
Dries
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new_transformation not working with multiple inputs from tsibble object inside ARIMA

I am working on exercise #4 from this book. https://otexts.com/fpp3/dynamic-exercises.html I am trying to create a transformation to adjust for CPI, however, it appears because I am passing two variables from the tsibble object into my…
Matt R
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Is there a way to make aggregate vectors made from fable forecast easier to read? Or rename them?

I'm forecasting hierarchical data with fable that has 2 levels of aggregation (but will have more in the future), and am having trouble knowing which predictions correspond to which series. Here is a simplified version of what I have: # A fable: 7 x…
Axel Torbenson
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R fabletools accuracy() first argument should be a forecast object or a time series

I'm trying to pull diagnostics for 3 models at once using the accuracy() function from fabletools. I get this error: Error in accuracy.default(rec_fore, df) : First argument should be a forecast object or a time series. rec_fore is a tbl_ts.…
Cero
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How to build grouped top down forecast?

Edited Version to provide a better understanding of the problem: Summary of the case: I have a dataset which has several levels (line, main group, subgroup and products) which are allocated to different countries. I want to build an aggregated…
peorge
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What is the correct way to calculate 1 step forecast errors over a test set in R using the fable package?

I'm struggling to understand the correct way to calculate 1-step forecast errors over a test set using the {fable} package for R. First, my understanding of a 1-step forecast error is that we: at time t, we make a prediction for the next time…
dcl
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Using column name in loop with dplyr pipes

I have a simple question, but I can't find the answer. I will use an reproducible example to explain my problem: I have a dataset ("aus_production", tsibbledata package's dataset) and I want to run an ARIMA for each variable - "Beer", "Tobacco",…
femdias
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