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@mitchelloharawild mitchelloharawild released this 17 Jun 05:41
v0.2.1
74e91e1

This release coincides with v0.2.0 of the fabletools package, which contains
some substantial changes to the output of forecast() methods.
These changes to fabletools emphasise the distribution in the fable
object. The most noticeable is a change in column names of the fable, with the
distribution now stored in the column matching the response variable, and the
forecast mean now stored in the .mean column.
For a complete summary of these changes, refer to the fabletools v0.2.0 release
news: https://fabletools.tidyverts.org/news/index.html

New features

  • Added the THETA() method.

Improvements

  • Forecasts distributions are now provided by the distributional package. They
    are now more space efficient and allows calculation of distributional
    statistics including the mean(), median(), variance(), quantile(),
    cdf(), and density().
  • The uncertainty of the drift parameter in random walk models (RW(),
    NAIVE() and SNAIVE()) is now included in data generated with generate().
  • Added Syntetos-Boylan and Shale-Boylan-Johnston variants of CROSTON() method.
  • Performance improvements.

Bug fixes

  • Fixed issue with approximation being used when refitting ARIMA models and when
    a specific model is requested.
  • Fixed glance() for TSLM() models when the data contains missing values.
  • Fixed typo in glance() output of ETS() models.

Breaking changes

  • The sample path means are now used instead of analytical means when forecasts
    are produced from sample paths.
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