tidyverts / tidyverts/fable

Add multi-step fitted value methods for TSLM and others

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enhancement
Dominant language
R
Stars
588
Forks
71
Avg merge
1h 58m
Merged PRs (30d)
1

Description

Reported at https://stackoverflow.com/q/70782047/144157

library(fable)
#> Loading required package: fabletools

model_fit <- tsibbledata::aus_production %>% 
  model(mod = TSLM(Beer ~ Gas + trend()))

fitted(model_fit, h = 2)
#> # A tsibble: 218 x 3 [1Q]
#> # Key:       .model [1]
#>    .model Quarter .fitted
#>    <chr>    <qtr>   <dbl>
#>  1 mod    1956 Q1      NA
#>  2 mod    1956 Q2      NA
#>  3 mod    1956 Q3      NA
#>  4 mod    1956 Q4      NA
#>  5 mod    1957 Q1      NA
#>  6 mod    1957 Q2      NA
#>  7 mod    1957 Q3      NA
#>  8 mod    1957 Q4      NA
#>  9 mod    1958 Q1      NA
#> 10 mod    1958 Q2      NA
#> # … with 208 more rows

Created on 2022-01-21 by the reprex package (v2.0.1)

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the fitted(model_fit, h = 2) entry point and the TSLM example in the issue, then inspect how fitted values are implemented for TSLM and other models. Done means the multi-step call returns fitted values rather than the shown NAs, with behavior defined for the affected model methods.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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