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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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Problems with hierarchical modelling/reconciliation in tidyverts

I'm trying to do hierarchical forecasting after the fashion of Rob Hyndman's Rstudio.conf workshop, and running into some problems. Here is my code: library(dplyr) library(tsibbledata) library(tsibble) library(fable) aus_retail_2013_tr <-…
Hong Ooi
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Fable: Extracting the p,d,q specification from an ARIMA model

I've been using the tidy forecasting package fable (which has been so useful). I was wondering if there was an easy way to extract that the p,d,q values from a mable. Using the data on this guide as an example…
usually_confused
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How to specify interval or frequency with tsibble and fable for service hours?

I want to forecast the number of customers entering a shop during service hours. I have hourly data for Monday to Friday 8:00 to 18:00 Thus, I assume my time series is in fact regular, but atypical in a sense, since I have 10 hours a day and 5…
HeiN3r
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Report models separately from a mable

How can I report each model seperately from a mable. Example code (from https://otexts.com/fpp3/holt-winters.html) library(fabletools) library(fable) library(forecast) library(tsibble) library(feasts) aus_holidays <- tourism %>% filter(Purpose ==…
Aman J
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fable: list of models to model function

With fable I can do: require(fable) it <- tsibbledata::global_economy %>% filter(Country == "Italy") fm <- model(.data = it, ARIMA(log(GDP) ~ Population), ETS(log(GDP))) I would like to be able to build the model list prior passing it to…
Andrea
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R libraries forecast::auto.arima vs fable:ARIMA what's the differences?

The online documentation indicates that the algorithm under the hood is the same to estimate the (s)Arima models. During some tests, with a Kaggle dataset, I had different models: ARIMA function show me a sArima, auto.arima only Arima…
martincr
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Time series forecasting using Fable in R; determining most optimum combination of models for mixed model

I am doing some time series forecasting analysis with the fable and fabletools package and I am interested in comparing the accuracy of individual models and also a mixed model (consisting of the individual models I am using). Here is some example…
metaltoaster
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Error: Can't subset columns that don't exist - selecting from a fable in R

I am building multiple forecasts in R and I am trying to select certain columns from the forecast output. Below is what the fable looks like: > head(forData) # A fable: 6 x 8 [1M] # Key: .model [1] .model Month ABC .mean…
user1723699
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Extracting Confidence Intervals from Forecast Fable

I'm encountering an issue attempting to extract the 90/95% confidence intervals resulting from a forecast model built from a key variable holding 5 groups across a total of 4 forecasting models. The primary problem is that I'm not familiar with how…
Aster
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Do I need to use future_map or map to parallelize fable forecast?

I've created a tsibble of ~75K time series in R Studio on my local machine. I'm looking for ways to speed up the processing time before I migrate the process to a VM with more processing power. Does Fable handle all of the parallel processing in the…
Barrett Layman
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forecast and fable return different outputs on same dataset for forecasting in R

I am trying to understand the different between two forecasting package forecast and fable, as the two editions of the same book (second edition and third edition seems to imply that the two packages are equivalent. library(dplyr) raw <-…
lokheart
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Does the forecast function within fable provide one-step forecasts?

As described here, making one-step forecasts in the test set is a way of avoiding the inevitable increase in variance as a forecast horizon increases. Mentioned in that section are methods to perform one-step forecasts on the test set using an…
blacksite
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How can I add exogenous variables to my ARIMA model estimation while using fable package with model() extension

I am trying to estimate ARIMA models for 100 different series. So I employed fabletools::model() method and fable::ARIMA() function to do that job. But I couldn't able to use my exogenous variables in model estimation. My series has 3 different…
omzeybek
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Forecasting using fable and future, time & memory issues

I'm using fable and future to try to forecast in parallel, unfortunately it seems that for each iteration in the for loop, the model() step takes more time and consumes more memory. What I am trying to do is step forward one week at a time and…
Jerry424
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Multiple time series in a long format tsibble

I want to run time series models to forecast one step ahead using fable package. As far I understand, I need to have my data in tsibble format. Here is what I am trying to do, Generate three ids Time stamps for those three ids Three random…
JontroPothon
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