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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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How do I retrieve the components of a `fable` `ETS` model based on quarterly data?

I can't seem to retrieve the components from fable's ETS model running for example: # data from `tsibble`. aus_holidays <- tourism %>% filter(Purpose == "Holiday") %>% summarise(Trips = sum(Trips)) fit <- aus_holidays %>%…
lve
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Forecasting in R(fable package): accuracy function in fable cannot find the y variable

I am trying to accuracy function from fable package. It sometimes gives unexpected errors like this "Error: Could not find response variable(s) in the fable: Trips" (This is Example 12 from https://otexts.com/fpp3/toolbox-exercises.html) Has anyone…
Lokesh
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Forecast of NNETAR Warning Message

I am trying to use NNETAR to make forecast on data with seasonality (every 12 months); in the console it is returned a warning message: Warning message: Series too short for seasonal lags I kindly ask an help on how to get rid of this and be sure…
l_30
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fable::ARIMA produces only NULL model

Issue I am trying to produce forecasts using regression models with ARIMA errors, but they always fail to produce anything other than a NULL model; in contrast, TSLM models work just fine on the same data. Looking for an answer, I found this…
Bogdan
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Create time series cross validation slices by key in the tidyverts package

Is there a way to create time series cross validation sets by key using the tidyverts package? I can't seem to get it right. Below is a reprex of my attempt. The example involves creating time series cross-validation (slices with 1 step ahead) for…
Punxsutawney
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Forecasting into the future with dynamic ARIMA

Let's say I'm trying to predict the variable y four months into the future using a dynamic ARIMA regression. I know in advance the xreg variables for the four months. I'm not entirely sure how the forecast function makes the forecasts, e.g. can I…
kkz
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seeking help for an ARIMA "bad value for 'lag' or 'differences' error" using fable package in r

I'm running into trouble with the Arima function in the fable package, getting the error in the subject line when I try to run the model. Maybe my dataset has too few observations for arima to work, though auto.arima works fine on the same set.…
Pete
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Fable functions - theoretical questions

My master thesis is in health forecasting and I'm using R (fable, fabletools, fasster) to implement the methods. For the theoretical part of the thesis, I need to know the heuristics and the theoretical basis of each function I use. I have been…
Diana Serrano
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Using fasster with shiny in R: different result models

I'm using shiny for the first time and I'm trying to make an App capable of receiving CSV files, fit some models and forecast data (3 months). The app delivers a table with the accuracy measures of the fitted models but these numbers are very…
Diana Serrano
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ETS from fable package in R (can I do it with out tsibble)

I am trying to use ETS function from fable package (following this tutorial link). Ideally I would like to do it without using tsibble functionality. In particular I am trying to generate…
user1700890
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Thoughts: time series modeling with fable and cross validation

I am building a time series model using fable and cross validation to determine the best model definition to use. Is there a risk of modeling model(ETS(GDP)) vs model(ETS(GDP ~ error('A') + trend('A') + season('A')) and other ETS methods I am…
Punxsutawney
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ggseasonplot from forecast package does not recognize ts object

I am trying to run a piece of code following strict instructions from https://otexts.com/fpp3/graphics-exercises.html I am using the following…
Victor Fernando Silva
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Why does fabletools::model() throw an error with this synthetic data?

[2019-01-02 Update] Removed tsibble development and installed tsibble_0.8.5 from CRAN. Session Info R version 3.6.2 (2019-12-12) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Ubuntu 19.10 tsibble_0.8.5 fable_0.1.1 …
Matthew Leader
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Only NaNs in accuracy table in forecasts using fable package

I have this data, > dput(dt_tsbl) structure(list(series.id = c(225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L, 225L,…
JontroPothon
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not able to install fable package (error: is not available (for R version 3.4.2)

Hi anyone could give some suggestion? I am trying to install fable package but when I got the error message: Warning in install.packages : package ‘fable’ is not available (for R version 3.4.2) any solution?? Thank you!
CloverCeline
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