ranking, forecast, cumulative, accuracy and
bands of a backtest, total_forecast(), find_outliers(),
fourier_terms() and seasonal_dummies(). as.data.frame() on a backtest
still gives a plain data frame. The time column of forecasts and outliers
is a date for monthly and quarterly series.First release: R interface to the Rust crate foresight 0.7.3.
model_*()): benchmarks, Theta, Holt-Winters,
log-linear regression, seasonal ARIMA with regressors and automatic orders,
exponential smoothing with automatic choice, a Prophet-style trend with
events, TBATS, Croston with its variants, forecasts of the seasonally
adjusted series, ensembles and Box-Cox scales.backtest(): rolling origin on several threads (foresight_threads()),
errors by horizon, the choice by out-of-sample error and empirical intervals
by horizon and for totals (total_forecast()).decompose_stl(), decompose_mstl(), fill_gaps(), find_outliers(),
clean_series(), tests of stationarity and seasonality, accuracy measures.autoplot() and theme_foresight().