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tidyverts / fasster

Forecasting with Additive Switching of Seasonality, Trend and Exogenous Regressors
https://fasster.tidyverts.org/
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Does Fasster handle transformations during fit? #35

Closed tyokota closed 6 years ago

tyokota commented 6 years ago

Does Fasster perform similarly to the forecast package in that it can handle transformations in model and then back transform at forecasting, such as taking the difference or a seasonal decomposition?

mitchelloharawild commented 6 years ago

fasster accepts most transformations and is able to back-transform them automatically. For more details on the transformation capabilities, you can read the vignette from the fable package.

vignette("transformations", package="fable")

Seasonal decomposition (such as using STL to forecast as described in https://otexts.org/fpp2/forecasting-decomposition.html) is possible, but not yet implemented. Decomposition forecasting will be added to the fable package soon, and will work in combination with fasster.

tyokota commented 6 years ago

Thank you for the quick response! I am looking forward to STL.