feasts 0.1.4

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

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

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

• Fixed bug with feat_spectral() not showing results.
• Fix warning in ACF(), PACF() and CCF() for tidyr change.
• gg_tsdisplay() will no longer fail on non-seasonal data with missing values. The last plot will instead show a PACF in this case (#76)
• Better handling of perfect fits in stat_arch_lm() (#85)

feasts 0.1.1

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

• 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