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tidyverts / fable

Tidy time series forecasting
https://fable.tidyverts.org
GNU General Public License v3.0
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Model checklist #41

Open mitchelloharawild opened 6 years ago

mitchelloharawild commented 6 years ago

Models

Arima

ETS

naive / rwf / snaive

tslm

BATS/TBATS

baggedModel (https://github.com/tidyverts/fabletools/issues/217)

dshw

croston

stlm

meanf

thetaf

modelAR

nnetar

arfima

splinef

Wishlist

VAR

VARMA

zenggyu commented 4 years ago

Will you consider adding the TSMARS (Time Series Multivariate Adaptive Regression Splines) model into fable?

mitchelloharawild commented 4 years ago

Probably not into fable, but it certainly would be nice in an extension package.

emilyS2015 commented 4 years ago

Hi, thanks for the checklist. I was wondering why are BATS/TBATS not implemented?

mitchelloharawild commented 4 years ago

I've striked BATS/TBATS out as they are not a priority for the package. It's not to say that they won't ever be included, but they won't included any time soon. This is because we now recommend using the FASSTER model for forecasting time series with multiple seasonality.

emilyS2015 commented 4 years ago

Thank you so much! I didn't find the "stlm" model checked here in the fable cran r documentation. Do you have suggestions about where to find it in other sources?

mitchelloharawild commented 4 years ago

Good question. Decomposition modelling is now generalised for any additive decomposition and can be specified using decomposition_model().

There are some examples of STL modelling contained in the docs: https://fabletools.tidyverts.org/reference/decomposition_model.html

haseebmahmud commented 4 years ago

Any plan to include X-13-Arima-SEATS?

mitchelloharawild commented 4 years ago

Sure is. This model was included in the feasts package earlier (as SEATS()), however we've not exported it for now until we can verify that it is described adequately. Related issue: https://github.com/tidyverts/feasts/issues/66

pbenavidesh commented 4 years ago

Hi, I just updated fable to v. 0.2.0 and noticed that the STL function is gone. Will it be added again or was it moved?

robjhyndman commented 4 years ago

STL is in the feasts package, not the fable package.

pbenavidesh commented 4 years ago

My bad. Thank you!!

chalioui commented 4 years ago

Thank you for this great job. will you consider adding DeepAR, wavenet, nbeats and other probabilistic models from GluonTS toolkit ? (https://gluon-ts.mxnet.io/index.html)

mitchelloharawild commented 4 years ago

I met with the GluonTS team mid last year, and I would like to have fable wrappers for these models. These won't be included in the fable package, but possibly in an extension package like fable.gluonts (similar to fable.prophet).

robjhyndman commented 2 years ago

I'm currently doing a project where an ARFIMA() function would be very useful.

mitchelloharawild commented 2 years ago

I'm currently doing a project where an ARFIMA() function would be very useful.

Any generalisations that should be made from forecast::arfima()?

robjhyndman commented 2 years ago

Actually, I'm thinking it would be better to use the implementation in the arfima package as it is more general and allows for regression terms and transfer function terms.

rando-brando commented 1 year ago

I have been a huge beneficiary of your work on the forecast package over the years. So first off - thank you so much for all the work you do around this! I saw spline of your list of models and I am anxiously awaiting for its turn to be implemented. So much so that I had hacked the forecast version into a barebones fable version for my own use. Just wanting to show my appreciation and let you know there is at least 1 person out there who would like to see spline implemented.

https://github.com/rando-brando/fable-spline/blob/main/spline.R