fable has been shown to have a memory leak and so is not suitable for large scale applications. forecastHybrid looks like a good drop-in replacement and appears to be a robust package with a good feature set. A potential issue is that it does not support sampling of the forecast out of the box and so an approximation is needed (potentially
A small example of a simple implementation:
library(forecastHybrid)
rts <- EpiSoon::example_obs_rts
y <- rts$rt
model <- forecastHybrid::hybridModel(y, weights = "cv.errors",
rolling = TRUE, cvHorizon = 7,
horizonAverage = TRUE,
windowSize = 7)
preds <- forecast(model)
plot(preds)
fablehas been shown to have a memory leak and so is not suitable for large scale applications.forecastHybridlooks like a good drop-in replacement and appears to be a robust package with a good feature set. A potential issue is that it does not support sampling of the forecast out of the box and so an approximation is needed (potentiallyA small example of a simple implementation: