OverviewDescribes the package |
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fabletools: Core Tools for Packages in the 'fable' Framework |
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Data structuresData classes for models, forecasts and decompositions. |
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Create a new mable |
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Coerce a dataset to a mable |
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Is the object a mable |
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Create a fable object |
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Coerce to a fable object |
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Is the object a fable |
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Create a dable object |
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Coerce to a dable object |
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Is the object a dable |
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Return model column variables |
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Return response variables |
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Return distribution variable |
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ModelsModels which make use of models from other packages, or are useful for programming. |
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Decomposition modelling |
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Combination modelling |
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Ensemble combination |
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Weighted combination |
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NULL model |
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Forecast reconciliationUse reconciliation techniques to ensure that forecasts are coherent with the hierarchical structure of data. |
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Forecast reconciliation |
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Minimum trace forecast reconciliation |
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Bottom up forecast reconciliation |
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Middle out forecast reconciliation |
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Top down forecast reconciliation |
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Expand a dataset to include other levels of aggregation |
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Expand a dataset to include temporal aggregates |
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Create an aggregation vector |
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Is the element an aggregation of smaller data |
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Accuracy evaluationFunctionality for evaluating model performance |
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Evaluate accuracy of a forecast or model |
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Point estimate accuracy measures |
Mean Arctangent Absolute Percentage Error |
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Interval estimate accuracy measures |
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Distribution accuracy measures |
Directional accuracy measures |
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Forecast skill score measure |
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MethodsThe fabletools package facilitates the handling of key structures for these generics. |
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Objects exported from other packages |
Estimate models |
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Report information about an object |
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Extend a fitted model with new data |
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Identify outliers |
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Provide a succinct summary of a model |
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Produce forecasts |
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Generate responses from a mable |
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Interpolate missing values |
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Refit a mable to a new dataset |
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Augment a mable |
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Glance a mable |
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Extract model coefficients from a mable |
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Extract components from a fitted model |
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Extract fitted values from models |
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Extract residuals values from models |
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Estimate a model |
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Extract the response variable from a model |
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A set of future scenarios for forecasting |
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Compute Impulse Response Function (IRF) |
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Run a hypothesis test from a mable |
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Is the object a model |
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FeaturesFunctions for using and defining features across a dataset. |
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Extract features from a dataset |
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Create a feature set from tags |
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Register a feature function |
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TransformationsCommonly used transformation functions. |
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Box Cox Transformation |
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Create a new modelling transformation |
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GraphicsSome |
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Plot time series from a tsibble |
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Plot a set of forecasts |
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Decomposition plots |
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Extension package helpersFunctions provided to help develop extension packages. |
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Helper special for producing a model matrix of exogenous regressors |
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Create evaluation environment for specials |
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Create a new class of models |
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Extract the left hand side of a model |
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Extract the right hand side of a model |
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Extract frequencies for common seasonal periods |
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Common exogenous regressors |