Provides a collection of commonly used univariate and multivariate time series forecasting models including automatically selected exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models. These models work within the 'fable' framework provided by the 'fabletools' package, which provides the tools to evaluate, visualise, and combine models in a workflow consistent with the tidyverse.
Maintainer: Mitchell O'Hara-Wild mail@mitchelloharawild.com
Authors:
Rob Hyndman
Earo Wang
Other contributors:
Gabriel Caceres (NNETAR implementation) [contributor]
Christoph Bergmeir (ORCID) [contributor]
Tim-Gunnar Hensel [contributor]
Timothy Hyndman [contributor]
Useful links: