fasster | Additive Switching of Seasonality , Trend and Exogenous | Time Series Database library
kandi X-RAY | fasster Summary
kandi X-RAY | fasster Summary
Forecasting with Additive Switching of Seasonality, Trend and Exogenous Regressors
Support
Quality
Security
License
Reuse
Top functions reviewed by kandi - BETA
Currently covering the most popular Java, JavaScript and Python libraries. See a Sample of fasster
fasster Key Features
fasster Examples and Code Snippets
Community Discussions
Trending Discussions on fasster
QUESTION
My master thesis is in health forecasting and I'm using R (fable, fabletools, fasster) to implement the methods. For the theoretical part of the thesis, I need to know the heuristics and the theoretical basis of each function I use. I have been using Forecasting: Principles and Practice by Rob J Hyndman and George Athanasopoulos and I have already read R documentation on these functions but I still have some doubts.
I need information like what theoretical method they follow (ARIMA, Moving Averages, ANN, etc), the mathematical expression they use and how it is decided which is the best fit (for automatic methods): I use the following methods and gathered some information about each one. I'm new in this field and I need some help. Is this correct? Can anyone add anything else about any of the functions?
...ANSWER
Answered 2020-Apr-14 at 00:03The book you cite contains information on how SNAIVE, NNETAR, ETS, and ARIMA forecasts are calculated. It explains that for model classes such as ETS and ARIMA, the AICc is used to select a particular model. It gives equations for all these methods. Please read it.
fasster() is a new method that is not fully documented yet. The readme file (https://github.com/tidyverts/fasster) provides some information, and there is a talk by the author (https://www.youtube.com/watch?v=6YlboftSalY) explaining the state space modelling framework behind it.
QUESTION
I am trying to develop a Shiny App capable of receiving a .csv file and run a forecast. First, I need to import 2 .csv files and transform the Date column from characters to date format. Them, transform the data frame into a tsibble object to run the forecast.
In a R script this is simply, I would import the file and them simply use:
...ANSWER
Answered 2020-Mar-26 at 15:38After many failed attempts I managed to solve this problem using this code:
QUESTION
My data structure is in the image below and has hourly intervals. I need to forecast the Demand.
...ANSWER
Answered 2020-Mar-11 at 22:16The fasster package currently doesn't provide any facilities for automatic model selection (https://github.com/tidyverts/fasster/issues/50).
To identify an appropriate fasster model specification, you can start by graphically exploring your data to identify its structure. Some questions you may consider include:
- Is your data seasonal? Which seasonal periods are required?
Include seasonality with fourier terms viafourier(period, K)
orseason(period)
. Generally usingfourier()
terms are better, as being able to specify the number of harmonics (K
) allows you to control the smoothness of the seasonality and reduce model parameters. - Does your data include an level or local trends?
Include a level withpoly(1)
or a trend withpoly(2)
. - Are there potential exogenous regressors (a good example of this is temperature in electricity demand).
Include exogenous regressors in the same way as you would inlm()
. - Do the patterns in your data alternate in predictable ways (for example, seasonality on weekdays and weekends.)
Use%S%
to switch between these patterns. For example to have a different seasonal pattern for weekdays and weekends you may considerday_type %S% (fourier("day", K = 7))
, whereday_type
is a variable in your model that specifies if the day is a weekday or weekend.
A simple approach to capturing the increase in patients after a holiday would be to include DaysAfterHoliday
as an exogenous regressor. As this relationship is likely non-linear, you may need to also include some non-linear transformations of this variable as exogenous regressors.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install fasster
Support
Reuse Trending Solutions
Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items
Find more librariesStay Updated
Subscribe to our newsletter for trending solutions and developer bootcamps
Share this Page