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Choose a model

Replay the past with several candidates and keep what would have worked.

backtest()
Choose a model by what would have worked
total_forecast()
Forecast of a total
autoplot(<foresight_backtest>) plot(<foresight_backtest>) autoplot(<foresight_decomposition>) plot(<foresight_decomposition>)
Charts of a backtest or a decomposition
theme_foresight()
The theme of the package's charts
candidates_default() candidates_thorough()
Ready sets of candidates
foresight_threads()
Threads used by backtests and ensembles

Fit and forecast

Models

model_arima() model_airline()
Seasonal ARIMA
model_auto_arima()
ARIMA with automatic orders
model_box_cox() model_log()
A model on the log or Box-Cox scale
model_croston()
Intermittent demand
model_decomposed()
Forecast the seasonally adjusted series
model_ensemble()
Several models combined
model_ets() model_auto_ets()
Exponential smoothing
model_holt_winters()
Holt-Winters
model_log_linear()
Log-linear regression
model_mean() model_naive() model_drift() model_seasonal_naive()
Benchmark models
model_prophet()
Prophet-style trend with changepoints and events
model_tbats()
TBATS
model_theta()
Theta method

Combine and transform models

model_box_cox() model_log()
A model on the log or Box-Cox scale
model_decomposed()
Forecast the seasonally adjusted series
model_ensemble()
Several models combined
with_name()
Rename a model
model_name() model_description()
Name and description of a model

Decompose and clean

decompose_stl() decompose_mstl()
Decompose a series by STL or MSTL
fill_gaps() find_outliers() clean_series()
Gaps and outliers

Tests, measures and regressors

Package

foresightr foresightr-package
foresightr: Forecasts Chosen by What Would Have Worked