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fastTS

1.0.3Package record

Fast Time Series Modeling for Seasonal Series with Exogenous Variables

0packages depend
3.5Kdownloads / year
98.7%test coverage
13/13flavors OK

Overview

About

An implementation of sparsity-ranked lasso and related methods for time series data. This methodology is especially useful for large time series with exogenous features and/or complex seasonality. Originally described in Peterson and Cavanaugh (2022) doi:10.1007/s10182-021-00431-7 in the context of variable selection with interactions and/or polynomials, ranked sparsity is a philosophy with methods useful for variable selection in the presence of prior informational asymmetry. This situation exists for time series data with complex seasonality, as shown in Peterson and Cavanaugh (2024) doi:10.1177/1471082X231225307, which also describes this package in greater detail. The sparsity-ranked penalization methods for time series implemented in 'fastTS' can fit large/complex/high-frequency time series quickly, even with a high-dimensional exogenous feature set. The method is considerably faster than its competitors, while often producing more accurate predictions. Also included is a long hourly series of arrivals into the University of Iowa Emergency Department with concurrent local temperature.

Changes in 1.0.3
  • Fixing issue #4

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 10.2 min · r-release-macos-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.0.3
READMEYes · 233 wordsVignettesYes · 3 · dynamicNEWSYes · 100% structured · mentions 1.0.3Citation fileYes · cites a publicationWebsiteYes · pkgdown
Help pages
5
Examples that run
100%2 run in a plain check
Exported functions with examples
50%
Documented parameters
86%
Return-value docs
50%
Help pages citing references
20%

Downloads

3.5K
CRAN downloads in the past year
Rank #12,692 · ~10/day · ~290/mo
Daily download trend is not available in this view yet.
35730 days
88690 days
3.5K1 year
Compare downloads with other packages →
Also on111 r2u2 autocran

Repository

5Stars
0Forks
3Open issues
0Open PRs
5Releases
64Commits
1Commit identities
License file reads as GPL-3.0 · 64 commits · Last activity 2025-11-29
Responsiveness
How these are sampled
PRs merged (all time)
100%
Median days to close, 50 most recently updated closed issues
44
Median days to close, 50 most recently updated closed PRs
0

Stars over time

2025-02-13 · 52026-07-07 · 5
PracticesBeta

9 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/petersonr/fastts on 2026-10-22.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (4)
README.Rmdpkgdown

GitHub Pages site last deployed 2025-11-29 · The repository has a site deploy workflow

pkgdown site last built 2025-11-29, before release 1.0.3 (2025-12-01)

Coverage (1)
Coverage reporting (Codecov)
CRAN release process (1)
cran-comments.md
Show all practicesHide 1 practice
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)
AI coding toolsBeta

This repository has an AI review tool set up.

Review tools
  • Copilot code review
    Commits: at least 3 accepting its review suggestions
Counts are commits, not lines of code. Commits by a tool's accounts count once across all of its accounts. Commits crediting it are the largest count among its credit lines, a minimum.How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies
12 external dependencies (excludes base and recommended)

Installing fastTS adds 20 packages (13 with compiled code, 7.7 MB of source tarballs). Heaviest: yardstick 1.6 MB, vctrs 1.0 MB, dplyr 902 KB.

Depends (1)
R >= 3.5
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 0.1.2 (2024), Copyright holder
Releases (5)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.3Latest
    record
    2025-12-02 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 1.0.2
    record
    2024-12-02 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 1.0.1
    record
    2024-03-28 · diff ↗
  • 1.0.0
    record
    2024-03-07 · diff ↗ ·
    added 1 export
    penalty_scaler
  • 0.1.2
    record
    2024-02-07
  • R
    R 4.3.0 released · 2023-04-21

Package metadata

First published
2024-02-07
Total releases
5 / 2 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 3.5
Bundled data
94 KB / 1 file
Download size
396 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' entry:

citation("fastTS")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1177/1471082x231225307.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for fastTS version 1.0.3 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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