tidyverts / tidyverts/fabletools
Add utilities for checking contiguity of forecast time points
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- Dominant language
- R
- Stars
- 98
- Forks
- 37
- PR merge metrics
- No merged PRs in 30d
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.
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- 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