fable 0.3.0

The release of fabletools v0.3.0 introduced general support for computing h-step ahead fitted values, using the hfitted(<mdl>, h = ???) function. This release adds model-specific hfitted() support to ARIMA and ETS models for improved performance and accuracy.

This release adds improved support for refitting models, largely in thanks to contributions by @Tim-TU.

It is also now possible to specify an arbitrary model selection criterion function for automatic ARIMA() model selection.

New features

Improvements

Bug fixes

fable 0.2.1

This release coincides with v0.2.0 of the fabletools package, which contains some substantial changes to the output of forecast() methods. These changes to fabletools emphasise the distribution in the fable object. The most noticeable is a change in column names of the fable, with the distribution now stored in the column matching the response variable, and the forecast mean now stored in the .mean column. For a complete summary of these changes, refer to the fabletools v0.2.0 release news: https://fabletools.tidyverts.org/news/index.html

New features

Improvements

Bug fixes

Breaking changes

fable 0.2.0

Improvements

fable 0.1.2

Improvements

Bug fixes

fable 0.1.1

Improvements

Bug fixes

fable 0.1.0

New features