Feasts and fables: Time series analysis using R

Date

28 September 2021

Venue

Federal Reserve Bank, USA

 

Talk given for Federal Reserve Board useR group (28 September 2021)

It is becoming increasingly common for organizations to collect large numbers of related time series, and existing time series analysis tools are not always suitable to handle the scale, frequency and structure of the data collected. We will introduce the R packages tsibble, feasts and fable, designed to work with the tidyverse to flexibly manage and analyse collections of related time series. We will look at how to do data wrangling, data visualizations and exploratory data analysis, and we will show how some classical time series models can be applied using the fable package.

 Download pdf