fasster
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tidyverts
Forecasting with Additive Switching of Seasonality, Trend and Exogenous Regressors
Hello, I am trying to benchmark faster against a few other custom seq-2-seq models. The alternative models I'm using are computationally expensive so I'm using a 80-20 split to train...
The man page for `FASSTER()` in version 0.1.0.9100 refers to the `seas()` and `poly()` specials but when they are used a warning is issue warning they are deprecated in favour...
Hello I work on contact forecasts into a call center which is dependent on holiday factors. Typically I have represented these as dummy variables to the ARIMA function which works...
Dear Mitchel, Thank you for FASSTER. It seems like a nice development in time series. I quite frequently encounter problems with my specified models. They throw my errors like the...
Potential directions include loess and sampling techniques. Automatic model specification should also be considered with this.
If no formula is specified, a model can be automatically identified. There are some complexities with this: * Identifying time periods to switch on (this likely requires selection from a...
Ideally, improving speed, functionality, and object structures.
Brief description of the problem Hi, thank you for your great work in supporting and optimizing in time series analytics. I would like to study your package fasster with a...
