Package index • chronofeat

Core Forecasting

Main functions for fitting models and generating forecasts.

fit(): Fit a Time Series Forecasting Model with Formula Interface
forecast(<tsfeature_fit>): Generate Recursive Multi-Step Forecasts
cv_forecast(): Time Series Cross-Validation
TimeSeries(): Create a TimeSeries Object with Complete Preprocessing Pipeline

Feature Engineering

Functions for creating time series features from formulas.

feat_lag_ma_dt(): Create Lag and Moving Average Features
feat_rolling_dt(): Add Rolling Window Statistics
feat_calendar_dt(): Add Calendar Features
feat_trend(): Add Trend Features

Data Preprocessing

Functions for preparing and cleaning time series data.

fill_gaps(): Fill Missing Target Values with Configurable Strategies

Utilities

Helper functions and model specification tools.

as_model_spec(): Convert Model Function to Model Specification

Datasets

Example datasets included in the package.

retail: Retail Sales Dataset