Implementation of the FASSTER (Forecasting with Additive Switching
of Seasonality, Trend, and Exogenous Regressors) model for forecasting time
series with multiple seasonal patterns. The model combines state space
methodology with a switching component in the observation equation to allow
flexible modeling of complex seasonal patterns, including time-varying
effects and multiple seasonalities.
| Version: |
0.2.0 |
| Depends: |
R (≥ 4.1.0), fabletools (≥ 0.2.0) |
| Imports: |
dlm, tsibble (≥ 0.9.0), purrr, rlang, stats, dplyr (≥
1.0.0), distributional, vctrs |
| Suggests: |
tsibbledata (≥ 0.2.0), lubridate, knitr, rmarkdown, testthat, spelling, covr |
| Published: |
2026-01-31 |
| DOI: |
10.32614/CRAN.package.fasster (may not be active yet) |
| Author: |
Mitchell O'Hara-Wild [aut, cre],
Rob Hyndman [aut, ths] |
| Maintainer: |
Mitchell O'Hara-Wild <mail at mitchelloharawild.com> |
| BugReports: |
https://github.com/tidyverts/fasster/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/tidyverts/fasster,
https://fasster.tidyverts.org/ |
| NeedsCompilation: |
no |
| Language: |
en-GB |
| Materials: |
README, NEWS |
| CRAN checks: |
fasster results |