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Questions tagged [fable]

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

43 questions
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How to apply Fable/Forecast (in R) to this database?

I am trying to forecast a multiple time series with the Fable function in R. It seems the most eficient way to do it, but I am very new using R so I'm currently dealing with a lot of problems. I just wanted to ask someone for advices and Ideas. I…
AmphaWolf
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Irregular time series in fable package

In the tsibble package and fable package, I think I read somewhere that we can handle irregular time series. I could not find anything with examples on how to do it. Some questions I have are: Do I have to convert irregular timeseries to a regular…
ok1more
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Interpreting arimax forecast in R fable

I have a lagged ind. variable x which I believe can predict y. First I fitted a tslm-model and saw that the residuals might be modelled as an arima-process. -> So I modelled the residuals as ARIMAX (1,1,0). My trouble is understanding why the…
d_fornis
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fable box_cox accuracy error and forecast not converting back to original series

I'm following on a previous answer related with fable R and the use of box_cox function to transform the response variable. When I tried to get the accuracy of model an error occurred. Also when I used the forecast function the series is still…
daandra
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Mutate a column in a tsibble dataframe, applying a Box-Cox transformation

I am a big fan of Hyndman's packages, but stumbled with Box-Cox transformation. I have a dataframe class(chicago_sales) [1] "tbl_ts" "tbl_df" "tbl" "data.frame" I am trying to mutate an extra column, where the Mean_price variable…
Anakin Skywalker
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Rolling Exponential Smoothing

REWRITING ORIGINAL QUESTION I want a function that takes a vector and pre-defined exponential smoothing model (in this example, simple exponential smoothing with alpha = 0.5), and does one-step ahead forecasting on the input vector. The below code,…
mpettis
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Specify order of ARIMA using Fable package

I am running an ARIMA model using the fable package. Just curious to find out whether there is a way to specify the order of the model (e.g specifying an order of 2,1,1) when using the ARIMA function in the package as opposed to using the optimal…
sa90210
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Null result for ACF1 from accuracy function

I fit a naive model to a time series and got null for the ACF1 column. I thought it should always have a numerical result since it's just a correlation? Why is this null? Following is my code: library('fable') library('feasts') library('dplyr') df…
Mushroom
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Getting null results from the accuracy function in fabletools package

I have a time series that looks like this t value 1 12 2 12 3 0 4 0 5 0 6 0 7 0 I expect acf1 to equal 0.443, but instead the accuracy function produces null. The code is as following: df = data.frame("t" = 1:7, "value" = c(12, 12, 0, 0, 0, 0,…
Mushroom
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Dynamically insert variables into a fable model using rlang

I am trying to dynamically insert variables into a fable model. Data library(dplyr) library(fable) library(stringr) df <- tsibbledata::aus_retail %>% filter(State == "Victoria", Industry == "Food retailing") %>% mutate(reg_test = rnorm(441,…
StephenK
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selecting lagged predictors with TSLM using AICc

I am trying to determine lagged predictors to include in my time series model. So I fitted a TSLM with up to lag 3 of the independent variable lag_models <- data_train %>% model( ts_lag_0 = TSLM(Y ~ X) , ts_lag_1 = TSLM(Y ~ X + lag_X_01) ,…
Punxsutawney
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Why is the constant `fabletools` different from the mean in `forecast` package (ARIMA model)?

I started rewriting all my code from forecast to fable. Does anybody know why the constant is different from the mean? library("fable") library("lubridate") library("dplyr") library("forecast") # gen data set.seed(68) df <- data.frame(time =…
user9452375
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Why is this fitting model giving 1 model per df line

in a normal model fit on a dataset that looks like this : > head(total) # A tsibble: 6 x 15 [1D] # Key: id [6] Date Close Interest_Rate Consumer_Inflation `CPI(YOY)` `Wage_Index(QoQ)` `Wage_Index(YoY)` AiG_idx TD_Inflation…
user9085964
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