tidyverts / tidyverts/fabletools

Add utilities for checking contiguity of forecast time points

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Dominant language
R
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98
Forks
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Description

Many implementations of filtering models (e.g. ARIMA and ETS) are implemented in ways that require the data (and forecast period) is contiguous. As a result, they have to implement their own checks, which are error-prone (https://github.com/tidyverts/fable/issues/430).

A better place for these checks would be here, where a function that verifies contiguity of inputs can be inherited/used by models that need it. These checks could be easier to do using mixtime, rather than managing the different data classes of tsibble, and lack of operation support with intervals, etc.

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  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 by reviewing how filtering models such as ARIMA and ETS currently check contiguous data and forecast periods, including the discussion in fable issue 430. Then examine whether mixtime provides the needed operations across the relevant time classes. Done means a reusable fabletools utility verifies contiguity so models no longer need error-prone duplicated checks.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Quiet
Clarity
Mostly clear
Newbie friendliness
48/100

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