feasts 0.2.2 Unreleased

Minor release for compatibility with an upcoming ggplot2 release. This release contains a few bug fixes and improvements to existing functionality.

Improvements

  • The gg_tsresiduals() function now allows the type of plotted residual to be controlled via the type argument.
  • Improved the default seasonal window for STL() decompositions. For data with a single seasonal pattern, the window has changed from 13 to 11. This change is based on results from simulation experiments.
  • Documentation improvements.

Bug fixes

Breaking changes

  • Replaced usage of ... in ACF(), PACF(), and CCF() with y (and x for CCF()) arguments. This change should not affect the code for most users, but is important for the eventual passing of ... to acf(), pacf() and ccf() in a future version (#124).

feasts 0.2.1 2021-03-22

Small patch to fix check issues on Solaris, and to resolve components() for automatically selected transformations in X_13ARIMA_SEATS().

feasts 0.2.0 2021-03-18

New features

  • Added X_13ARIMA_SEATS() decomposition method. This is a complete wrapper of the X-13ARIMA-SEATS developed by the U.S. Census Bureau, implemented via the seasonal::seas() function. The defaults match what is used in the seasonal pacakge, however these defaults can be removed (giving an empty default model) by setting defaults="none".

Breaking changes

  • The new X_13ARIMA_SEATS() method officially deprecates (supersedes) the X11() and SEATS() models which were previously not exported (#66).

Improvements

  • Documentation improvements.

feasts 0.1.7 2021-02-05

New features

  • Added generate() method for STL() decompositions. The method uses a block bootstrap method to sample from the residuals.
  • Added fitted() and residuals() methods for STL() decompositions.

Improvements

  • Changed guerrero() default lower bound for Box-Cox lambda selection to from -1 to -0.9. A transformation parameter of -1 typically results from data which should not be transformed with a Box-Cox transformation, and can result in very inaccurate forecasts if such a strong and inappropriate transformation is used.
  • Improved time series plotting functions axis labelling.
  • Documentation improvements.

feasts 0.1.6 2020-12-08

A minor release to fix check issues introduced by changes in an upstream dependency.

Improvements

Bug fixes

feasts 0.1.5 2020-08-27

Improvements

  • gg_lag() facets are now displayed with a 1:1 aspect ratio.
  • Season and subseries plots of numeric index data now starts at the earliest measured observation, rather than assuming a meaningful 0 (#111).
  • The n_flat_spots() function has been renamed to longest_flat_spot() to more accurately describe the feature.
  • gg_season() and ggsubseries() date structure improvements.
  • Documentation improvements

Breaking changes

  • The n_flat_spots() return name is now “longest_flat_spot” to better describe the feature.

Bug fixes

feasts 0.1.4 2020-06-17

Minor patch to resolve upstream check issues introduced by dplyr v1.0.0 and tsibble v0.9.0.

New features

  • Circular time plots are now supported by setting polar = TRUE in gg_season().

Improvements

  • Added partial matching of the type argument in ACF().
  • Updated feat_spectral() to use stats::spec.ar() instead of ForeCA::spectral_entropy(). Note that the feature value will be slightly different due to use of a different spectral estimator, and the fix of a bug in ForeCA.

Bug fixes

  • Fixed the minimum data length for seasonal estimation in feat_stl().

feasts 0.1.3 2020-03-18

Improvements

  • The axis for gg_lag() have been reversed for consistency with stats::lag.plot().
  • Graphical improvements for displaying weekly seasonality in season and subseries plots.
  • Added intermittency features available in feat_intermittent()

Bug fixes

  • Fixed the sprectral density plot in gg_tsdisplay() not working with plotting expressions of data.
  • Fixed issue with gg_subseries() erroring when certain column names are used (#95).
  • Fixed issue with environment handling in STL() specials.

feasts 0.1.2 2020-01-17

Improvements

  • var_tiled_var() no longer includes partial tile windows in the computation.
  • Added residual acf features to feat_stl().
  • Performance improvements.

Breaking changes

  • Decompositions are now treated as models. To access the decomposed values, you will now have to use components(). For example, tourism %>% STL(Trips) is now tourism %>% model(STL(Trips)) %>% components(). This change allows for more flexible decomposition specifications, and better interfaces for decomposition modelling.

Bug fixes

feasts 0.1.1 2019-09-02

Improvements

  • Better naming of seasonal columns in STL decomposition when seasonal period is specified.

Bug fixes

  • Fixes issues with running tests on unsupported systems.

feasts 0.1.0 2019-08-28

  • First release.

New features

  • Added support for graphical analysis of tidy temporal data and models, with gg_season, gg_subseries, gg_lag, gg_tsdisplay, gg_tsresiduals, gg_arma.
  • Added support for autocorrelation functions and plots, with ACF, PACF, CCF, and autoplot.tbl_cf
  • Added a collection of features to be used with fabletools::features(): feat_stl, feat_acf, feat_pacf, guerrero, unitroot_kpss, unitroot_pp, unitroot_ndiffs, unitroot_nsdiffs, box_pierce, ljung_box, var_tiled_var, var_tiled_mean, shift_level_max, shift_var_max, shift_kl_max, feat_spectral, n_crossing_points, n_flat_spots, coef_hurst, stat_arch_lm
  • Added support for two decomposition methods: classical_decomposition, STL