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Releases: tidyverts/fabletools

fabletools 0.6.1

16 Feb 07:39

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Small patch to progress deprecation of graphics functionality that required updating reverse dependencies to require fabletools >=0.6.0.

Breaking changes

  • The autoplot() and autolayer() methods for graphics functions now require the fabletools to be attached (not just loaded). If you previously used library() to load fabletools (or fable, fpp3), your code will continue to work. We do however recommend that you also include library(ggtime) (or fpp3) for time-series graphics going forward.

fabletools 0.6.0

09 Feb 13:52

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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

26 Nov 09:45

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Compatibility release for upcoming ggplot2 4.0.0 release.

Bug fixes

  • Fixed forecast autoplot() and autolayer() draw key for single-point
    multiple-forecast ribbons (#414).
  • Fixed issue with accuracy(<fbl_ts>) when not all key variables were
    specified in by (#421).

CRAN v0.5.0

26 Nov 09:45

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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 using progressr::with_progress()

Bug fixes

  • Fixed issue with autoplot() and length 1 forecasts (#400).

CRAN v0.4.1

02 Mar 07:07

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Minor patch for upcoming release of ggdist v3.3.1

Improvements

  • Added (scaled) pinball loss metrics to interval_accuracy_measures (#379).
  • Improved use of random seed in parallel modelling and forecasting (#384).
  • Documentation improvements

CRAN v0.4.0

09 Feb 09:32

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Improvements

  • Improved handling of combination_model() when used with transformed
    component models.
  • autoplot(<fbl_ts>), autolayer(<fbl_ts>) and autoplot(<dcmp_ts>) now use
    the ggdist package visualising uncertainty with distributional vectors.

CRAN v0.3.4

11 Oct 22:56

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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 by linetype.
  • Fix for indexing of bottom series in top_down() and middle_out()
    reconciliation methods (#362, #364 @federicogarza)

CRAN v0.3.3

11 Oct 22:56

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fabletools 0.3.3

Improvements

  • Fixed handling of transformed distributions which accept a parameter from the
    dataset.
  • . in a model formula for xreg implemented with special_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 accuracy by argument 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

29 Nov 06:06

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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 includes 0.7*mdl1 + 0.3*mdl2 -
    if mdl1 and mdl2 are 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

17 Mar 05:56

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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_xregs helper 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 .index argument is used in the function.

Improvements

  • Added transformation support for fallback fitted(h > 1) method (#302).
  • Documentation improvements.