fable

R-CMD-check Coverage status CRAN_Status_Badge Lifecycle: maturing

The R package fable provides a collection of commonly used univariate and multivariate time series forecasting models including exponential smoothing via state space models and automatic ARIMA modelling. These models work within the fable framework, which provides the tools to evaluate, visualise, and combine models in a workflow consistent with the tidyverse.

Installation

You can install the stable version from CRAN:

install.packages("fable")

You can install the development version from GitHub

# install.packages("remotes")
remotes::install_github("tidyverts/fable")

Installing this software requires a compiler

Example

library(fable)
library(tsibble)
library(tsibbledata)
library(lubridate)
library(dplyr)
aus_retail %>%
  filter(
    State %in% c("New South Wales", "Victoria"),
    Industry == "Department stores"
  ) %>% 
  model(
    ets = ETS(box_cox(Turnover, 0.3)),
    arima = ARIMA(log(Turnover)),
    snaive = SNAIVE(Turnover)
  ) %>%
  forecast(h = "2 years") %>% 
  autoplot(filter(aus_retail, year(Month) > 2010), level = NULL)

Learning to forecast with fable

Getting help