Releases: tidyverts/fabletools
Releases · tidyverts/fabletools
fabletools 0.6.1
Small patch to progress deprecation of graphics functionality that required updating reverse dependencies to require fabletools >=0.6.0.
Breaking changes
- The
autoplot()andautolayer()methods for graphics functions now require the fabletools to be attached (not just loaded). If you previously usedlibrary()to load fabletools (or fable, fpp3), your code will continue to work. We do however recommend that you also includelibrary(ggtime)(or fpp3) for time-series graphics going forward.
fabletools 0.6.0
This release migrates graphics functionality to {ggtime}. The commonly used graphics functions are currently exported with a soft deprecation message. To use the autoplot() and autolayer() time series plot helper functions please include library(ggtime) in your code.
After a (very) gradual deprecation process, the {ggtime} dependency will be removed and the graphics functions will stop being re-exported. This deprecation process is planned to span approximately 2 years, after which explicitly using {ggtime} will be required.
Improvements
- Update for compatibility with distributional v0.6.0.
- Documentation improvements.
CRAN v0.5.1
CRAN v0.5.0
New features
- Added the
IRF()generic and appropriate mable methods for computing
impulse response functions from fitted models. - It is now possible to
generate()bootstrap sample paths for
multivariate models.
Improvements
- Added support for multivariate model forecasting with transformation using
sample paths. - Performance improvements relating to forecasting with transformations and
sample paths. - Forecast plots now explicitly use marginal distributions for plotting
forecast intervals from multivariate distributions. - Added optional progress reporting when producing forecasts, it can be
enabled usingprogressr::with_progress()
Bug fixes
- Fixed issue with
autoplot()and length 1 forecasts (#400).
CRAN v0.4.1
CRAN v0.4.0
Improvements
- Improved handling of
combination_model()when used with transformed
component models. autoplot(<fbl_ts>),autolayer(<fbl_ts>)andautoplot(<dcmp_ts>)now use
the ggdist package visualising uncertainty with distributional vectors.
CRAN v0.3.4
fabletools 0.3.4
New features
- The formula parser now identifies and stores length 1 values in the
transformation environment. This simplifies common tasks like automatic
box-cox parameters for each series, which can now be done with
fable::ARIMA(box_cox(y, feasts::guerrero(y))).
Improvements
- Added support for visualising different point forecasts (say means and medians)
when only one forecast is to be plotted for each series.
Bug fixes
- Resolved issue with
autoplot(<fbl_ts>)not identifying multiple point
forecasts bylinetype. - Fix for indexing of bottom series in
top_down()andmiddle_out()
reconciliation methods (#362, #364 @federicogarza)
CRAN v0.3.3
fabletools 0.3.3
Improvements
- Fixed handling of transformed distributions which accept a parameter from the
dataset. .in a model formula forxregimplemented withspecial_xreg()will now
include all measured variables (excluding the index and key variables).- Improved handling of transformations with forecast sample distributions.
- Added support for reconciling sample paths.
accuracy(<fbl_ts>)can now summarise accuracy over key variables. This is
done by specifying the accuracybyargument and not including some (or all)
of the fable's key variables (#341).- Like
forecast(),generate()will now keep exogenous regressors in the
output table. - Re-export
generics::forecast()for better compatibility with registering
methods alongside other packages (#375).
CRAN v0.3.2
fabletools 0.3.2
New features
- Added
hypothesize()generic for running statistical tests on a trained model. - Added
combination_weighted()function for producing a combination model with
arbitrary weights.
Improvements
- The fallback residuals() method now handles transformations when
type = "innovation". - Improved supported expressions for producing combination models. The
appropriate response variable is now simplified for all functions that produce
that original response variable. This notably includes0.7*mdl1 + 0.3*mdl2-
ifmdl1andmdl2are models with the same response variables, then the
resulting combination model will also have the same response variable. - Documentation improvements.
Bug fixes
- Fixed issue with exogenous regressors (
xreg) in reconciliation methods that
partially forecast the hierarchy. - Fixed issue with keys being dropped when several
mdl_df(mable) objects were
combined.
CRAN v0.3.1
New features
- Added
outliers()generic for identifying the outliers of a fitted model. - Added
special_xreg()special generator, for producing a model matrix of
exogenous regressors. It supports an argument for controlling the default
inclusion of an intercept. - Migrated
common_xregshelper from fable to fabletools for providing a
common and consistent interface for common time series exogenous regressors. - Added experimental support for passing the tsibble index to
features()
functions if the.indexargument is used in the function.
Improvements
- Added transformation support for fallback
fitted(h > 1)method (#302). - Documentation improvements.