fasster: Fast Additive Switching of Seasonality, Trend, and Exogenous
Regressors
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 |
Documentation:
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