Changes in version 0.1.1 (2026-10-13)                  

  - The installation no longer runs a Rust binary to regenerate the R
    wrappers, which ship with the package: that step failed on CRAN's
    Windows pretest.
  - Tables are tibbles: the ranking, forecast, cumulative, accuracy and
    bands of a backtest, total_forecast(), find_outliers(),
    fourier_terms() and seasonal_dummies(). as.data.frame() on a
    backtest still gives a plain data frame. The time column of
    forecasts and outliers is a date for monthly and quarterly series.

                        Changes in version 0.1.0                        

First release: R interface to the Rust crate foresight 0.7.3.

  - Models as specifications (model_*()): benchmarks, Theta,
    Holt-Winters, log-linear regression, seasonal ARIMA with regressors
    and automatic orders, exponential smoothing with automatic choice, a
    Prophet-style trend with events, TBATS, Croston with its variants,
    forecasts of the seasonally adjusted series, ensembles and Box-Cox
    scales.
  - backtest(): rolling origin on several threads (foresight_threads()),
    errors by horizon, the choice by out-of-sample error and empirical
    intervals by horizon and for totals (total_forecast()).
  - decompose_stl(), decompose_mstl(), fill_gaps(), find_outliers(),
    clean_series(), tests of stationarity and seasonality, accuracy
    measures.
  - Charts with ggplot2: autoplot() and theme_foresight().