Fast Additive Switching of Seasonality, Trend, and Exogenous Regressors
Overview
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.
Fast Additive Switching of Seasonality, Trend and Exogenous Regressors
(FASSTER) is a state space model designed for forecasting time series with
multiple seasonal patterns. The model extends traditional state space models
by introducing a switching component to the measurement equation, enabling
flexible modeling of complex seasonal patterns, and time series dynamics with
rapid structural changes.
- FASSTER model implementation:
- Model specification: Flexible formula interface supporting:
trend()for polynomial trendsseason()for seasonal factorsfourier()for trigonometric seasonal termsARMA()for autoregressive moving average components
Show all changes in 0.2.0Hide the rest of the changes in 0.2.0
xreg()for exogenous regressors%S%switching operator for group-specific model structures%?%conditional operator for time-varying components- Model methods: Full integration with the fable framework:
fitted()andresiduals()for model diagnosticsaugment()for augmenting data with model estimatestidy()for extracting coefficients (initial state estimates)glance()for model summary statistics (AIC, BIC, log-likelihood)report()for displaying estimated state and observation variancescomponents()for decomposing fitted values into trend and seasonal componentsforecast()for generating predictionsinterpolate()for filling missing valuesrefit()for applying a fitted model to new data with optional re-estimationstream()for extending models with new observations- Heuristic estimation: Model parameters are estimated using a heuristic approach based on filtering and smoothing to obtain initial state parameters and variance estimates.
From NEWS.md in the release
Install
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- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- ERROR11 OK, 3 ERROR2026-03-10
Documentation
- Help pages
- 12 (1 internal)includes a package overview page
- Examples that run
- 100%9 run in a plain check (1 of them under a condition)
- Exported functions with examples
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- Documented parameters
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- Return-value docs
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- Help pages citing references
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- 12
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Checks run against github.com/tidyverts/fasster on 2026-10-21.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-01-28 · The repository has a site deploy workflow
pkgdown site last built 2026-01-28, before release 0.2.0 (2026-01-31)
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Dependencies
Installing fasster adds 42 packages (22 with compiled code, 49 MB of source tarballs). Heaviest: BH 14 MB, stringi 11 MB, ggplot2 6.0 MB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- 0.2.0Latest2026-01-31 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-01-31
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 573 KB
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