Data structures

Data classes for models, forecasts and decompositions.

mable()

Create a new mable

fable()

Create a fable object

dable()

Create a dable object

Models

Models which make use of models from other packages, or are useful for programming.

decomposition_model()

Decomposition modelling

combination_model()

Combination modelling

null_model() is_null_model()

NULL model

Forecast reconciliation

Use reconciliation techniques to ensure that forecasts are coherent with the hierarchical structure of data.

aggregate_key()

Expand a dataset to include other levels of aggregation

is_aggregated()

Is the element an aggregation of smaller data

reconcile()

Forecast reconciliation

min_trace()

Minimum trace forecast reconciliation

Accuracy evaluation

Functionality for evaluating model performance

accuracy()

Evaluate accuracy of a forecast or model

ME() MSE() RMSE() MAE() MPE() MAPE() MASE() ACF1() point_accuracy_measures

Point estimate accuracy measures

winkler_score() interval_accuracy_measures

Interval estimate accuracy measures

percentile_score() CRPS() distribution_accuracy_measures

Distribution accuracy measures

Methods

The fabletools package facilitates the handling of key structures for these generics.

forecast()

Produce forecasts

model()

Estimate models

report()

Report information about an object

stream()

Extend a fitted model with new data

generate(<mdl_df>) generate(<mdl_ts>)

Generate responses from a mable

interpolate(<mdl_df>) interpolate(<mdl_ts>)

Interpolate missing values

refit(<mdl_df>) refit(<mdl_ts>)

Refit a mable to a new dataset

augment(<mdl_df>) augment(<mdl_ts>)

Augment a mable

glance(<mdl_df>) glance(<mdl_ts>)

Glance a mable

tidy(<mdl_df>) coef(<mdl_df>) tidy(<mdl_ts>) coef(<mdl_ts>)

Extract model coefficients from a mable

components(<mdl_df>) components(<mdl_ts>)

Extract components from a fitted model

fitted(<mdl_df>) fitted(<mdl_ts>)

Extract fitted values from models

residuals(<mdl_df>) residuals(<mdl_ts>)

Extract residuals values from models

Graphics

Some autoplot() and autolayer() methods are defined for classes commonly used within fabletools.

autoplot(<tbl_ts>) autolayer(<tbl_ts>)

Plot time series from a tsibble

autoplot(<fbl_ts>) autolayer(<fbl_ts>)

Plot a set of forecasts

autoplot(<dcmp_ts>)

Decomposition plots