Book: https://otexts.com/fpp3/
Goal: Work through chapter by chapter, learning concepts and building tablecloth.time as we go.
| R (fpp3 stack) | Clojure equivalent |
|---|
tsibble | tech.ml.dataset + tablecloth |
tibble / dplyr | tablecloth.api |
lubridate | tablecloth.time.column.api + java.time |
ggplot2 | TBD (Hanami? Vega? Clerk?) |
feasts (features) | tablecloth.time (to build) |
fable (models) | tablecloth.time or separate lib (to build) |
fpp3 (datasets) | Need to port or load equivalent datasets |
- [ ] Read through
- [ ] Notes on key concepts
- [ ] 2.1 tsibble objects
- [ ] 2.2 Time plots
- [ ] 2.3 Time series patterns
- [ ] 2.4 Seasonal plots
- [ ] 2.5 Seasonal subseries plots
- [ ] 2.6 Scatterplots
- [ ] 2.7 Lag plots
- [ ] 2.8 Autocorrelation
- [ ] 2.9 White noise
- [ ] 3.1 Transformations and adjustments
- [ ] 3.2 Time series components
- [ ] 3.3 Moving averages
- [ ] 3.4 Classical decomposition
- [ ] 3.5 Methods used by official statistics agencies
- [ ] 3.6 STL decomposition
- [ ] 4.1 Some simple statistics
- [ ] 4.2 ACF features
- [ ] 4.3 STL features
- [ ] 4.4 Other features
- [ ] 4.5 Exploring Australian tourism data
- [ ] 5.1 A tidy forecasting workflow
- [ ] 5.2 Some simple forecasting methods
- [ ] 5.3 Fitted values and residuals
- [ ] 5.4 Residual diagnostics
- [ ] 5.5 Distributional forecasts and prediction intervals
- [ ] 5.6 Forecasting using transformations
- [ ] 5.7 Forecasting with decomposition
- [ ] 5.8 Evaluating point forecast accuracy
- [ ] 5.9 Evaluating distributional forecast accuracy
- [ ] 5.10 Time series cross-validation
- [ ] Read through (conceptual, not much to implement)