mlr-org / mlr3temporal

Forecasting for mlr3
https://mlr3temporal.mlr-org.com
GNU Lesser General Public License v3.0
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Blog post: Time series cross-validation using fable #69

Closed pat-s closed 2 years ago

pat-s commented 3 years ago

https://robjhyndman.com/hyndsight/tscv-fable/

In general, the {fable} package might be worth a lock when it comes to methods related to time-series processing.

pfistfl commented 2 years ago

Agree, but I am a little hesitant because of al the dependencies.

Imports:
    Rcpp (>= 0.11.0),
    rlang (>= 0.4.6),
    stats,
    dplyr (>= 1.0.0),
    tsibble (>= 0.9.0),
    tibble,
    tidyr,
...
pat-s commented 2 years ago

Uff indeed, quite heavy!