Core Tools for Packages in the 'fable' Framework


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Documentation for package ‘fabletools’ version 0.4.2

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A B C D E F G H I M N O P Q R S T W

fabletools-package fabletools: Core Tools for Packages in the 'fable' Framework

-- A --

accuracy.fbl_ts Evaluate accuracy of a forecast or model
accuracy.mdl_df Evaluate accuracy of a forecast or model
accuracy.mdl_ts Evaluate accuracy of a forecast or model
ACF1 Point estimate accuracy measures
aggregate_index Expand a dataset to include temporal aggregates
aggregate_key Expand a dataset to include other levels of aggregation
agg_vec Create an aggregation vector
as_dable Coerce to a dable object
as_dable.tbl_df Coerce to a dable object
as_dable.tbl_ts Coerce to a dable object
as_fable Coerce to a fable object
as_fable.fbl_ts Coerce to a fable object
as_fable.forecast Coerce to a fable object
as_fable.grouped_df Coerce to a fable object
as_fable.grouped_ts Coerce to a fable object
as_fable.tbl_df Coerce to a fable object
as_fable.tbl_ts Coerce to a fable object
as_mable Coerce a dataset to a mable
as_mable.data.frame Coerce a dataset to a mable
augment.mdl_df Augment a mable
augment.mdl_ts Augment a mable
autolayer.fbl_ts Plot a set of forecasts
autolayer.tbl_ts Plot time series from a tsibble
autoplot.dcmp_ts Decomposition plots
autoplot.fbl_ts Plot a set of forecasts
autoplot.tbl_ts Plot time series from a tsibble

-- B --

bottom_up Bottom up forecast reconciliation
box_cox Box Cox Transformation

-- C --

coef.mdl_df Extract model coefficients from a mable
coef.mdl_ts Extract model coefficients from a mable
combination_ensemble Ensemble combination
combination_model Combination modelling
combination_weighted Weighted combination
common_periods Extract frequencies for common seasonal periods
common_periods.default Extract frequencies for common seasonal periods
common_periods.interval Extract frequencies for common seasonal periods
common_periods.tbl_ts Extract frequencies for common seasonal periods
common_xregs Common exogenous regressors
components.mdl_df Extract components from a fitted model
components.mdl_ts Extract components from a fitted model
CRPS Distribution accuracy measures

-- D --

dable Create a dable object
decomposition_model Decomposition modelling
directional_accuracy_measures Directional accuracy measures
distribution_accuracy_measures Distribution accuracy measures
distribution_var Return distribution variable

-- E --

estimate Estimate a model
estimate.tbl_ts Estimate a model

-- F --

fable Create a fable object
fabletools fabletools: Core Tools for Packages in the 'fable' Framework
features Extract features from a dataset
features_all Extract features from a dataset
features_at Extract features from a dataset
features_if Extract features from a dataset
feature_set Create a feature set from tags
fitted.mdl_df Extract fitted values from models
fitted.mdl_ts Extract fitted values from models
forecast.mdl_df Produce forecasts
forecast.mdl_ts Produce forecasts

-- G --

generate.mdl_df Generate responses from a mable
generate.mdl_ts Generate responses from a mable
get_frequencies Extract frequencies for common seasonal periods
get_frequencies.character Extract frequencies for common seasonal periods
get_frequencies.NULL Extract frequencies for common seasonal periods
get_frequencies.numeric Extract frequencies for common seasonal periods
get_frequencies.Period Extract frequencies for common seasonal periods
glance.mdl_df Glance a mable
glance.mdl_ts Glance a mable

-- H --

hfitted Extract fitted values from models
hypothesize.mdl_df Run a hypothesis test from a mable
hypothesize.mdl_ts Run a hypothesis test from a mable

-- I --

interpolate.mdl_df Interpolate missing values
interpolate.mdl_ts Interpolate missing values
interval_accuracy_measures Interval estimate accuracy measures
invert_transformation Create a new modelling transformation
inv_box_cox Box Cox Transformation
is_aggregated Is the element an aggregation of smaller data
is_dable Is the object a dable
is_fable Is the object a fable
is_mable Is the object a mable
is_model Is the object a model

-- M --

MAAPE Mean Arctangent Absolute Percentage Error
mable Create a new mable
mable_vars Return model column variables
MAE Point estimate accuracy measures
MAPE Point estimate accuracy measures
MASE Point estimate accuracy measures
MDA Directional accuracy measures
MDPV Directional accuracy measures
MDV Directional accuracy measures
ME Point estimate accuracy measures
middle_out Middle out forecast reconciliation
min_trace Minimum trace forecast reconciliation
model Estimate models
model.tbl_ts Estimate models
model_lhs Extract the left hand side of a model
model_rhs Extract the right hand side of a model
model_sum Provide a succinct summary of a model
MPE Point estimate accuracy measures
MSE Point estimate accuracy measures

-- N --

new_model_class Create a new class of models
new_model_definition Create a new class of models
new_specials Create evaluation environment for specials
new_transformation Create a new modelling transformation

-- O --

outliers Identify outliers
outliers.mdl_df Identify outliers
outliers.mdl_ts Identify outliers

-- P --

percentile_score Distribution accuracy measures
pinball_loss Interval estimate accuracy measures
point_accuracy_measures Point estimate accuracy measures

-- Q --

quantile_score Distribution accuracy measures

-- R --

reconcile Forecast reconciliation
reconcile.mdl_df Forecast reconciliation
refit.mdl_df Refit a mable to a new dataset
refit.mdl_ts Refit a mable to a new dataset
register_feature Register a feature function
report Report information about an object
residuals.mdl_df Extract residuals values from models
residuals.mdl_ts Extract residuals values from models
response Extract the response variable from a model
response_vars Return response variables
RMSE Point estimate accuracy measures
RMSSE Point estimate accuracy measures

-- S --

scaled_pinball_loss Interval estimate accuracy measures
scenarios A set of future scenarios for forecasting
skill_score Forecast skill score measure
special_xreg Helper special for producing a model matrix of exogenous regressors
stream Extend a fitted model with new data
stream.mdl_df Extend a fitted model with new data

-- T --

tidy.mdl_df Extract model coefficients from a mable
tidy.mdl_ts Extract model coefficients from a mable
top_down Top down forecast reconciliation

-- W --

winkler_score Interval estimate accuracy measures