New features: allow usage of forecast methods and forecast metrics from other R packages (and potentially also Python packages) #8
Description
It would be quite useful for this package to be enhanced to be able to use forecast methods and forecast metrics from other R packages (and potentially also Python packages)
methods and metrics: Family of R packages tidyverts (including fable), family of R packages modeltime (including modeltime, modeltime.ensemble, modeltime.gluonts), family of R packages mlr3verse (including mlr3 ), telescope
metrics: yardstick and ForecastTB. Also to allow user to construct and pass their own metrics, along the lines of how it i sdone in yardstick and modeltime
Examples of Python packages: sktime
Also, to allow more choices in the benchmark model through baseline.forecast. For example, historical average.