fable Model Wrapper

Provides an interface for models from the fable package. Note the feasts::ARIMA model requires the feast package. If future is being used fable will require future.apply in order to not silently fail.

Usage

fable_model(y = NULL, samples = NULL, horizon = NULL, model = NULL)

Arguments

y

Numeric vector of time points to forecast

samples

Numeric, number of samples to take.

horizon

Numeric, the time horizon over which to predict.

model

A fable model object. For models that use a formula interface time can be accessed using time.

Value

A dataframe of predictions (with columns representing the time horizon and rows representing samples).

Examples

if (FALSE) {
## Used on its own
fable_model(
  y = EpiSoon::example_obs_rts[1:10, ]$rt,
  model = fable::ARIMA(y ~ time),
  samples = 10, horizon = 7
)


forecast_rt(EpiSoon::example_obs_rts[1:10, ],
  model = function(...) {
    fable_model(model = fable::ARIMA(y ~ time), ...)
  },
  horizon = 7, samples = 10
)
}