Tidy forecasting in R


19 June 2018


ISF 2018, Boulder, USA


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.

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