Package: foresightr
Title: Forecasts Chosen by What Would Have Worked
Version: 0.1.1
Authors@R: c(
    person("André", "Leite", email = "leite@castlab.org", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0002-4718-9766")),
    person("Marcos", "Wasiliew", email = "marcos.wasiliew@gmail.com", role = "aut",
           comment = c(ORCID = "0009-0004-4694-3159")),
    person("Hugo", "Vasconcelos", email = "hugo.vasconcelos@ufpe.br", role = "aut",
           comment = c(ORCID = "0000-0001-6249-0920")),
    person("Carlos", "Amorim", email = "carlos.agaf@ufpe.br", role = "aut",
           comment = c(ORCID = "0000-0001-6315-8305")),
    person("Diogo", "Bezerra", email = "diogo.bezerra@ufpe.br", role = "aut",
           comment = c(ORCID = "0000-0002-1216-8674")),
    person("Júlia", "Nascimento Barreto", email = "juliabarreto@gd.seplag.pe.gov.br", role = "aut",
           comment = c(ORCID = "0009-0004-2851-7770")),
    person("The authors of the dependency Rust crates", role = "ctb",
           comment = "see inst/AUTHORS file for details"))
Description: Time series forecasting that replays the past before trusting a
    model: a rolling-origin backtest, Tashman (2000)
    <doi:10.1016/S0169-2070(00)00065-0>, refits every candidate at each
    origin, the choice is made by out-of-sample error, and prediction
    intervals are quantiles of the errors actually observed, for each horizon
    and for totals of the next periods. Models include seasonal ARIMA by
    exact maximum likelihood with automatic orders, Hyndman and Khandakar
    (2008) <doi:10.18637/jss.v027.i03>; exponential smoothing in state space
    form, Hyndman, Koehler, Snyder and Grose (2002)
    <doi:10.1016/S0169-2070(01)00110-8>; the Theta method, Assimakopoulos
    and Nikolopoulos (2000) <doi:10.1016/S0169-2070(00)00066-2>; a trend with
    changepoints and events in the manner of Taylor and Letham (2018)
    <doi:10.1080/00031305.2017.1380080>; TBATS, De Livera, Hyndman and Snyder
    (2011) <doi:10.1198/jasa.2011.tm09771>; seasonal-trend decompositions by
    LOESS for one or several seasonal periods, Bandara, Hyndman and Bergmeir
    (2021) <doi:10.48550/arXiv.2107.13462>; the method of Croston (1972)
    <doi:10.1057/jors.1972.50> for intermittent demand; and ensembles. The
    computations are done by the 'Rust' crate 'foresight', bundled with the
    package.
License: MIT + file LICENSE
URL: https://github.com/StrategicProjects/foresightr,
        https://strategicprojects.github.io/foresightr/
BugReports: https://github.com/StrategicProjects/foresightr/issues
Encoding: UTF-8
Depends: R (>= 4.2)
Imports: ggplot2 (>= 3.5.0), stats, tibble, utils
Suggests: testthat (>= 3.0.0), jsonlite, knitr, rmarkdown
Config/testthat/edition: 3
SystemRequirements: Cargo (Rust's package manager), rustc >= 1.81
VignetteBuilder: knitr
Config/rextendr/version: 0.5.0
Config/roxygen2/version: 8.0.0
NeedsCompilation: yes
Packaged: 2026-09-30 17:58:44 UTC; leite
Author: André Leite [aut, cre] (ORCID: <https://orcid.org/0000-0002-4718-9766>),
  Marcos Wasiliew [aut] (ORCID: <https://orcid.org/0009-0004-4694-3159>),
  Hugo Vasconcelos [aut] (ORCID: <https://orcid.org/0000-0001-6249-0920>),
  Carlos Amorim [aut] (ORCID: <https://orcid.org/0000-0001-6315-8305>),
  Diogo Bezerra [aut] (ORCID: <https://orcid.org/0000-0002-1216-8674>),
  Júlia Nascimento Barreto [aut] (ORCID:
    <https://orcid.org/0009-0004-2851-7770>),
  The authors of the dependency Rust crates [ctb] (see inst/AUTHORS file
    for details)
Maintainer: André Leite <leite@castlab.org>
Repository: CRAN
Date/Publication: 2026-10-13 13:30:08 UTC
Built: R 4.6.1; x86_64-apple-darwin20; 2026-10-13 14:04:11 UTC; unix
Archs: foresightr.so.dSYM
