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: 2026-10-13 23:41:48 UTC; root
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>
Config/pak/sysreqs: libclang-dev
Repository: https://cran.r-universe.dev
Date/Publication: 2026-10-13 16:07:57 UTC
RemoteUrl: https://github.com/cran/foresightr
RemoteRef: HEAD
RemoteSha: d9d4565686bc31b56f24039f5f0b79a81ab009c1
Built: R 4.6.0; wasm32-unknown-emscripten; 2026-10-13 23:44:01 UTC; unix
