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fasster

Fast Additive Switching of Seasonality, Trend, and Exogenous Regressors

v0.2.0 · Jan 31, 2026 · GPL-3
CRAN GitHub Mirror

Description

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.

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CRAN Check Status

3 ERROR
11 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 ERROR
r-oldrel-macos-x86_64 ERROR
r-oldrel-windows-x86_64 ERROR
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (3 non-OK)
ERROR r-oldrel-macos-arm64

examples

Running examples in ‘fasster-Ex.R’ failed
The error most likely occurred in:

> ### Name: stream.FASSTER
> ### Title: Stream new data through a FASSTER model
> ### Aliases: stream.FASSTER
> 
> ### ** Examples
> 
> library(tsibble)

Attaching package: ‘tsibble’

The following objects are masked from ‘package:base’:

    intersect, setdiff, union

> library(fasster)
> 
> # Fit initial model on training data
> fit <- as_tsibble(head(USAccDeaths, -12)) |>
+   model(fasster = FASSTER(value ~ trend() + season("year")))
Error in `dont_know()`:
! `as_tsibble()` doesn't know how to handle the numeric class yet.
Backtrace:
    ▆
 1. ├─fabletools::model(...)
 2. ├─tsibble::as_tsibble(head(USAccDeaths, -12))
 3. └─tsibble:::as_tsibble.default(head(USAccDeaths, -12))
 4.   └─tsibble:::dont_know(x, "as_tsibble")
 5.     └─rlang::abort(msg)
Execution halted
ERROR r-oldrel-macos-x86_64

examples

Running examples in ‘fasster-Ex.R’ failed
The error most likely occurred in:

> ### Name: stream.FASSTER
> ### Title: Stream new data through a FASSTER model
> ### Aliases: stream.FASSTER
> 
> ### ** Examples
> 
> library(tsibble)

Attaching package: ‘tsibble’

The following objects are masked from ‘package:base’:

    intersect, setdiff, union

> library(fasster)
> 
> # Fit initial model on training data
> fit <- as_tsibble(head(USAccDeaths, -12)) |>
+   model(fasster = FASSTER(value ~ trend() + season("year")))
Error in `dont_know()`:
! `as_tsibble()` doesn't know how to handle the numeric class yet.
Backtrace:
    ▆
 1. ├─fabletools::model(...)
 2. ├─tsibble::as_tsibble(head(USAccDeaths, -12))
 3. └─tsibble:::as_tsibble.default(head(USAccDeaths, -12))
 4.   └─tsibble:::dont_know(x, "as_tsibble")
 5.     └─rlang::abort(msg)
Execution halted
ERROR r-oldrel-windows-x86_64

examples

Running examples in 'fasster-Ex.R' failed
The error most likely occurred in:

> ### Name: stream.FASSTER
> ### Title: Stream new data through a FASSTER model
> ### Aliases: stream.FASSTER
> 
> ### ** Examples
> 
> library(tsibble)

Attaching package: 'tsibble'

The following objects are masked from 'package:base':

    intersect, setdiff, union

> library(fasster)
> 
> # Fit initial model on training data
> fit <- as_tsibble(head(USAccDeaths, -12)) |>
+   model(fasster = FASSTER(value ~ trend() + season("year")))
Error in `dont_know()`:
! `as_tsibble()` doesn't know how to handle the numeric class yet.
Backtrace:
    ▆
 1. ├─fabletools::model(...)
 2. ├─tsibble::as_tsibble(head(USAccDeaths, -12))
 3. └─tsibble:::as_tsibble.default(head(USAccDeaths, -12))
 4.   └─tsibble:::dont_know(x, "as_tsibble")
 5.     └─rlang::abort(msg)
Execution halted

Check History

ERROR 11 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-oldrel-macos-arm64

examples

Running examples in ‘fasster-Ex.R’ failed
The error most likely occurred in:

> ### Name: stream.FASSTER
> ### Title: Stream new data through a FASSTER model
> ### Aliases: stream.FASSTER
> 
> ### ** Examples
> 
> library(tsibble)

Attaching package:
...[truncated]...
 yet.
Backtrace:
    ▆
 1. ├─fabletools::model(...)
 2. ├─tsibble::as_tsibble(head(USAccDeaths, -12))
 3. └─tsibble:::as_tsibble.default(head(USAccDeaths, -12))
 4.   └─tsibble:::dont_know(x, "as_tsibble")
 5.     └─rlang::abort(msg)
Execution halted
ERROR r-oldrel-macos-x86_64

examples

Running examples in ‘fasster-Ex.R’ failed
The error most likely occurred in:

> ### Name: stream.FASSTER
> ### Title: Stream new data through a FASSTER model
> ### Aliases: stream.FASSTER
> 
> ### ** Examples
> 
> library(tsibble)

Attaching package:
...[truncated]...
 yet.
Backtrace:
    ▆
 1. ├─fabletools::model(...)
 2. ├─tsibble::as_tsibble(head(USAccDeaths, -12))
 3. └─tsibble:::as_tsibble.default(head(USAccDeaths, -12))
 4.   └─tsibble:::dont_know(x, "as_tsibble")
 5.     └─rlang::abort(msg)
Execution halted
ERROR r-oldrel-windows-x86_64

examples

Running examples in 'fasster-Ex.R' failed
The error most likely occurred in:

> ### Name: stream.FASSTER
> ### Title: Stream new data through a FASSTER model
> ### Aliases: stream.FASSTER
> 
> ### ** Examples
> 
> library(tsibble)

Attaching package:
...[truncated]...
 yet.
Backtrace:
    ▆
 1. ├─fabletools::model(...)
 2. ├─tsibble::as_tsibble(head(USAccDeaths, -12))
 3. └─tsibble:::as_tsibble.default(head(USAccDeaths, -12))
 4.   └─tsibble:::dont_know(x, "as_tsibble")
 5.     └─rlang::abort(msg)
Execution halted

Dependency Network

Dependencies Reverse dependencies fabletools dlm tsibble purrr rlang dplyr (>= 1.0.0) distributional vctrs fasster

Version History

new 0.2.0 Mar 10, 2026