https://github.com/tidyverts/fable

Tidy time series forecasting
https://github.com/tidyverts/fable

forecasting

Last synced: 3 months ago
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Tidy time series forecasting

• Host: GitHub
• URL: https://github.com/tidyverts/fable
• Owner: tidyverts
• License: gpl-3.0
• Created: 2018-02-21T02:19:35.000Z (almost 7 years ago)
• Default Branch: master
• Last Pushed: 2024-05-13T23:23:52.000Z (9 months ago)
• Last Synced: 2024-05-23T02:39:14.995Z (8 months ago)
• Topics: forecasting
• Language: R
• Homepage: https://fable.tidyverts.org
• Size: 13.3 MB
• Stars: 552
• Watchers: 28
• Forks: 63
• Open Issues: 66
• Metadata Files:
  • Readme: README.Rmd
  • License: LICENSE.md

Awesome Lists containing this project

• awesome-time-series - fable
• jimsghstars - tidyverts/fable - Tidy time series forecasting (R)

README

        
---

output: github_document

---

```{r setup, include = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "man/figures/README-",

  out.width = "100%"

)

```

# fable 

[![R-CMD-check](https://github.com/tidyverts/fable/workflows/R-CMD-check/badge.svg)](https://github.com/tidyverts/fable/actions)

[![Coverage status](https://codecov.io/gh/tidyverts/fable/branch/master/graph/badge.svg)](https://app.codecov.io/github/tidyverts/fable?branch=master)

[![CRAN_Status_Badge](http://www.r-pkg.org/badges/version/fable)](https://cran.r-project.org/package=fable)

[![Lifecycle: maturing](https://img.shields.io/badge/lifecycle-maturing-blue.svg)](https://lifecycle.r-lib.org/articles/stages.html)

The R package *fable* provides a collection of commonly used univariate and multivariate time series forecasting models including exponential smoothing via state space models and automatic ARIMA modelling. These models work within the fable framework, which provides the tools to evaluate, visualise, and combine models in a workflow consistent with the tidyverse.

## Installation

You can install the **stable** version from [CRAN](https://cran.r-project.org/package=fable):

```{r cran-installation, eval = FALSE}

install.packages("fable")

```

You can install the **development** version from

[GitHub](https://github.com/tidyverts/fable)

```{r gh-installation, eval = FALSE}

# install.packages("remotes")

remotes::install_github("tidyverts/fable")

```

Installing this software requires a compiler

## Example

```{r example, message=FALSE}

library(fable)

library(tsibble)

library(tsibbledata)

library(lubridate)

library(dplyr)

aus_retail %>%

  filter(

    State %in% c("New South Wales", "Victoria"),

    Industry == "Department stores"

  ) %>% 

  model(

    ets = ETS(box_cox(Turnover, 0.3)),

    arima = ARIMA(log(Turnover)),

    snaive = SNAIVE(Turnover)

  ) %>%

  forecast(h = "2 years") %>% 

  autoplot(filter(aus_retail, year(Month) > 2010), level = NULL)

```

## Learning to forecast with fable

- The pkgdown site describes all models provided by fable, and how they are used: https://fable.tidyverts.org/

- The forecasting principles and practices online textbook provides an introduction to time series forecasting using fable: https://otexts.com/fpp3/ (WIP)

## Getting help

- Questions about forecasting can be asked on [Cross Validated](https://stats.stackexchange.com/tags/forecasting).

- Common questions about the fable package are often found on [Stack Overflow](https://stackoverflow.com/tags/fable+r). You can use this to ask for help if the question isn't already answered. A [minimally reproducible example](https://www.tidyverse.org/help/) that describes your issue is the best way to ask for help!