Mitchell O'Hara-Wild

Results 326 comments of Mitchell O'Hara-Wild
trafficstars

This is something which will need to be added on a model by model basis, as each model will have different methods of model selection.

Looks good (I've also emailed some thoughts for your html you sent earlier). Could you send a pull request so that I can review the code in more detail?

I am unable to reproduce this issue with the latest version of fable. This is likely an issue with your particular installation. ``` r library(dplyr) #> #> Attaching package: 'dplyr'...

Still unable to reproduce on R-devel. Perhaps it's Windows specific? ``` r library(dplyr) #> #> Attaching package: 'dplyr' #> The following objects are masked from 'package:stats': #> #> filter, lag...

I'm able to reproduce this. The relative performance shouldn't be this bad. I expect fable to be slightly slower than forecast when the model code is identical (due to some...

Probably not into `fable`, but it certainly would be nice in an extension package.

I've striked BATS/TBATS out as they are not a priority for the package. It's not to say that they won't ever be included, but they won't included any time soon....

Good question. Decomposition modelling is now generalised for any additive decomposition and can be specified using `decomposition_model()`. There are some examples of STL modelling contained in the docs: https://fabletools.tidyverts.org/reference/decomposition_model.html

Sure is. This model was included in the feasts package earlier (as `SEATS()`), however we've not exported it for now until we can verify that it is described adequately. Related...

I met with the GluonTS team mid last year, and I would like to have fable wrappers for these models. These won't be included in the `fable` package, but possibly...