arXiv Machine Learning By Stefano Damato, Lorenzo Zambon, Giorgio Corani, Dario Azzimonti

fable.intermittent: benchmarking probabilistic forecasting methods for intermittent time series

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The paper introduces fable.intermittent, an R package that consolidates various probabilistic forecasting methods for intermittent time series within the fable framework, enabling streamlined fitting and evaluation across multiple datasets. It also presents TWEES, a new exponential smoothing model using a Tweedie predictive distribution, and releases tweedieDistr, a faster implementation of the Tweedie distribution. The authors evaluate these tools on four datasets provided with the package.

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