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Distributions are now provided by the distributional package, which is more
space efficient and allows calculation of distributional statistics including
the mean(), median(), variance(), quantile(), cdf() and density().
autoplot.fbl_ts() and autolayer.fbl_ts() now accept the point_forecast
argument, which is a named list of functions that describe the method used to
obtain the point forecasts. If multiple are specified, each method will be
identified using the linetype.
Added accessor functions for column names (or metadata) of interest. This
includes models in a mable (mable_vars()), response variables
(response_vars()) and distribution variables (distribution_var()).
Added support for combinations of non-normal forecasts, which produces mean
point forecasts only.
Added support for reconciling non-normal forecasts, which produces reconciled
point forecasts only.
Improvements
Improved dplyr support. You can now use bind_*() and *_join() operations
on mables, dables, and fables. More verbs are supported by these extension
data classes, and so behaviour should work closer to what is expected.
Progress reporting is now handled by the progressr package. This allows you to
decide if, when, and how progress is reported. To show progress, wrap your
code in the progressr::with_progress() function. Progress will no longer be
displayed automatically during lengthy calculations.
Improved support for streaming data to models with transformed response
variables.
hilo.fbl_ts() now keeps existing columns of a fable.
forecast() will now return an empty fable instead of erroring when no
forecasts are requested.
is_aggregated() now works for non-aggregated data types.
Documentation improvements.
Breaking changes
The fable returned by forecast() now stores the distribution in the column
named the response variable (previously, this was the point forecast). Point
forecasts are now stored in the .mean column, which can be customised using
the point_forecast argument.
The bias_adjust option for forecast() is replaced by point_forecast,
allowing you to specify which point forecast measures to display (fable/#226).
This has been done to reduce confusion around the argument's usage,
disambiguate the returned point forecast's meaning, and also allow users
to specify which (if any) point forecasts to provide.
The data coercion functions as_mable, as_dable, and as_fable have been
changed to accept character vectors for specifying common attributes (such as
response variables, and distributions).
The models argument for mable and as_mable has been replaced with model
for consistency with the lack of plural in key.
Intervals from multivariate distributions are now returned as data frames of hilo intervals. The columns are the response variables. Similar structures
are returned when computing other distributional statistics like the mean.
hilo intervals can no longer be unnested as they are now stored more
efficiently as a vctrs record type. The unpack_hilo() function will continue
to function as expected, and you can now obtain the components of the interval
with x$lower, x$upper, and x$level,
rbind() methods are deprecated in favour of bind_rows()
The row order of wide to long mable operations (such as accuracy()) has
changed (due to shift to pivot_longer() from gather()). Model column name
values are now nested within key values, rather than key values nested in
model name values.
Bug fixes
Fixed show_gap option not working when more than one forecast is plotted.
Fixed autolayer() plotting issues due to inherited aesthetics.
aggregate_key() no longer drops keys, instead they are kept as .
Forecast reconciliation now works with historical data that is not temporally
aligned.
Fixed forecast() producing forecasts via h when new_data does not
include a given series (#202).