Tuesday, June 19
Tidy forecasting in R
Tuesday, June 19
12:00 pm - 12:20 pm
ECCR 265

Speaker

  • Rob Hyndman (Speaker) Professor of Statistics, Monash University

Description

Authors: Rob Hyndman; Mitchell O'hara-wild; Earo Wang

The forecast package in R is widely used and provides good tools for monthly, quarterly and annual time series. But it is not so well-developed for daily and sub-daily data, and it does not interact easily with modern tidy packages such as dplyr, purrr and tidyr.

I will describe our plans and progress in developing a collection of packages to provide tidy tools for time series and forecasting, which will interact seamlessly with tidyverse packages, and provide functions to handle time series at any frequency.

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