Feature Request: Wrap forecasting methods based on Machine Learning algorithms.

[coforfe]

Hello,

Firstly thanks for your nice and always improving package, with an excellent documentation.

I'm just curious about if you plan to include new functionality in fable to consider forecasting methods based on a machine learning approach. There are already some packages in R's ecosystem for that:

• modeltime
• forecastML

I have just seen that in the next version of your book Forecasting Principles and Practice (FPP3) section12 Advanced forecasting methods includes already Prophet and forecasting based on neural networks which was already covered in the previous version. These new approaches combining new ML algorithms can improve or at least complement the more classical approaches used so far for TimeSeries forecasting.

Thanks again, Carlos Ortega

[mitchelloharawild]

Wrapping more ML algorithms is something that I would like to do, but these methods will be available in a different package.