fasster: Fast Additive Switching of Seasonality, Trend, and Exogenous Regressors

Implementation of the FASSTER (Forecasting with Additive Switching of Seasonality, Trend, and Exogenous Regressors) model for forecasting time series with multiple seasonal patterns. The model combines state space methodology with a switching component in the observation equation to allow flexible modeling of complex seasonal patterns, including time-varying effects and multiple seasonalities.

Version:	0.2.0
Depends:	R (≥ 4.1.0), fabletools (≥ 0.2.0)
Imports:	dlm, tsibble (≥ 0.9.0), purrr, rlang, stats, dplyr (≥ 1.0.0), distributional, vctrs
Suggests:	tsibbledata (≥ 0.2.0), lubridate, knitr, rmarkdown, testthat, spelling, covr
Published:	2026-01-31
DOI:	10.32614/CRAN.package.fasster (may not be active yet)
Author:	Mitchell O'Hara-Wild [aut, cre], Rob Hyndman [aut, ths]
Maintainer:	Mitchell O'Hara-Wild <mail at mitchelloharawild.com>
BugReports:	https://github.com/tidyverts/fasster/issues
License:	GPL-3
URL:	https://github.com/tidyverts/fasster, https://fasster.tidyverts.org/
NeedsCompilation:	no
Language:	en-GB
Materials:	README, NEWS
CRAN checks:	fasster results

Documentation:

Reference manual:	fasster.html , fasster.pdf
Vignettes:	Introduction to FASSTER (source, R code)

Downloads:

Package source:	fasster_0.2.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): fasster_0.2.0.tgz, r-oldrel (x86_64): not available

Linking:

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