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Questions tagged [fable]

Fable -- a FORTRAN 77 to C++ convertor.

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average mse optimization criterion for time series forecasting ("amse" in fable package for R)

The ETS function in the fable package for R provides an argument called opt_crit that specifies the quantity that is minimized during parameter estimation (there is also similar functionality in the forecast package). One of the options for this is…
Evan
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Generating rolling forecasts with external variables in R

I am trying to generate rolling forecasts with R packages fable and tsibble. I can do this successfully if I don't include external variables in the model. An example can be found here:…
Giovanni Colitti
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Aggregating forecasts using Fable

Issue: Using fable I can easily produce forecasts on a time series with a grouped structure, and can even use Fable's aggregate_key/ reconcile syntax to produce a coherent top-level forecast. However I'm unable to easily access the aggregate…
wurli
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Forecast initialization with the fable package

Suppose I estimate using the fable package the following model using daily data that cover 2019, where x is an exogenous explanatory variable. The terms pdq(p = 1, d = 0, q = 0) and PDQ(P = 0, D = 0, Q = 0) mean that this is an auto-regressive…
Seb_ISU
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Using Fable to convert from Fortran 77 to C++

I'm just trying to convert a basic helloworld.f program into C++ using fable (in preparation for a bigger program later). I'm getting an error though that says: fable.read.Error: Missing END for PROGRAM: at hello.f(1): | program…
user3460758
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Is there a model or parameter in the R fable package or other packages that imposes forecast constraints consistent with a logarithmic function curve?

I'm working with time-series forecasting and have been mostly focused on the R fable package. I have 32 months of data, and I'm trying out different models for testing the hypothetical forecasting of cumulative monthly unit transitions to dead state…
Village.Idyot
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How to set bound when running the fable package ETS exponential smoothing state space model?

I have 32 months of data, and I'm trying out different models for testing the forecasting of unit transitions to dead state "X" for months 13-32, by training from transitions data for months 1-12. I then compare the forecasts with the actual data…
Village.Idyot
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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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F# using a list to recursively build a Fable.Forms object

I have a recursive problem trying to use a library to generate forms dynamically. The library is Fable.Forms If we were basing my problem with that page's first example, my goal would be to have email and password (and more fields obviously) in a…
LuisFX
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How can I plot selected plot using autoplot + facet_wrap in R?

all. I need to plot selected one. I can plot all, but I can not fine how to plot what I select. for example ... date <- as.Date('2021-01-01') + 0:4 category <- c(rep("A",5), rep("B",5), rep("C",5), rep("D",5), rep("E",5)) product <-…
sean ahn
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Select a single forecast plot using fable::autoplot

I'm using example data from the Forecasting: Principles and Practice textbook chapter on VAR models here to make forecast plots using the fable package. I'd like to be able to select a single plot from those returned by autoplot. For example, in the…
meenaparam
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NULL model when specifying window for MEAN (fable)

I'm new to R Coding and Fable, and is currently working on creating some basic moving average forecast models, and my intention is to create several models taking the mean of different period lengths. I've tried to specify ~window for MEAN(),…
Steffen Jensen
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Is it possible to extract the adjusted r-squared and p-value of the f-ratio from fable in R?

I have used the fantastic fable package to produce multiple ARIMA models with different combinations of external regressors. Is it possible to extract the r-squared (adjusted for degrees of freedom) and the p-value for the f-ratio in a table format…
Unzy00
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How to add extra variables to TSLM model

I'm trying to add some extra variables in my model like below: No problem adding new values to my numeric variables, but when I try to add more variables I got an issue library(fpp3) google_2015 <- gafa_stock %>% filter(Symbol == "GOOG",…
user290703
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string as function argument in R inside map

Question: i have the following R code (below): It didn't work with "x" = "ARIMA" and "ETS" from "my.list". That's the problem: "fabletools::model(arima_auto = fable::ARIMA(Trips))" = it works, but this: "fabletools::model(arima_auto =…
Christian Moczkowski
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