From Forecast to Fable: Advanced Time Series Analysis in R
I watched Mitchell O’Hara-Wild’s talk on Fable, which provided a comprehensive examination of the evolution from the forecast package to Fable in R, highlighting the design decisions that were made to improve time series analysis. Quantitative Focus on Design Decisions Package Evolution: Starting with the TS package at the turn of the century, it brought basic functions such as ARIMA and seasonality filters. The forecast package, introduced in 2003 by Rob Hyndman, advanced this by adding the Exponential Smoothing State Space Model (ETS) and other methodologies.