Tidy forecasting in R

19 June 2018

Presentation at the International Symposium on Forecasting, Boulder USA.

The forecast package in R is widely used and provides good tools for monthly, quarterly and annual time series. But it is not so well-developed for daily and sub-daily data, and it does not interact easily with modern tidy packages such as dplyr, purrr and tidyr.

I will describe our plans and progress in developing a collection of packages to provide tidy tools for time series and forecasting, which will interact seamlessly with tidyverse packages, and provide functions to handle time series at any frequency.

 Download pdf

« High dimensional time series analysis | Feature-based time series analysis »