mlr3forecast: Extending 'mlr3' to Time Series Forecasting

Extends the 'mlr3' package and ecosystem to time series forecasting. Provides forecasting tasks, learners, resampling strategies, performance measures, and 'mlr3pipelines' operators for time-series feature engineering. Machine learning regression learners can be turned into forecasters through recursive and direct multi-step strategies.

Version: 0.1.0
Depends: mlr3 (≥ 1.7.0), R (≥ 3.6.0)
Imports: backports (≥ 1.5.0), checkmate (≥ 2.0.0), cli, data.table (≥ 1.18.0), generics (≥ 0.1.2), lgr, mlr3misc (≥ 0.22.0), mlr3pipelines (≥ 0.11.0), paradox (≥ 1.0.1), R6 (≥ 2.4.1), stats, utils
Suggests: distributional, fabletools, feasts, forecast (≥ 9.0.2), ggplot2 (≥ 3.4.0), greybox, mlr3tuning, nnfor (≥ 0.9.9), prophet (≥ 1.1.7), Rcatch22, Rlgt (≥ 0.2.3), rpart, smooth (≥ 4.4.0), testthat (≥ 3.2.0), tidyselect, timeSeries, tsbox, tscount (≥ 1.4.3), tsfeatures, tsibble, tsibbledata, vctrs, vdiffr (≥ 1.0.0), withr (≥ 3.0.0), xts, zoo
Published: 2026-07-22
DOI: 10.32614/CRAN.package.mlr3forecast (may not be active yet)
Author: Maximilian Mücke ORCID iD [aut, cre], Marc Becker ORCID iD [aut], Bernd Bischl ORCID iD [aut]
Maintainer: Maximilian Mücke <muecke.maximilian at gmail.com>
BugReports: https://github.com/mlr-org/mlr3forecast/issues
License: LGPL-3
URL: https://mlr3forecast.mlr-org.com, https://github.com/mlr-org/mlr3forecast
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: mlr3forecast results

Documentation:

Reference manual: mlr3forecast.html , mlr3forecast.pdf

Downloads:

Package source: mlr3forecast_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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