Changes in version 1.3.3 (2026-04-22) - The param parameter in the regression function provided by the user is changed to a ... parameter. - Extreme gradient boosting is supported using the xgboost package. Changes in version 1.3.2 (2026-04-14) - The model tree is now built with the parameter committees set to 5 - The param parameter used to set arguments to the regression models in the create_model function is no longer needed, you can set the arguments directly. Changes in version 1.3.1 (2025-10-23) - The pre-processing for dealing with trending series is now specified in a simpler way. - The vignette has been improved. - The way in which tuning parameters are specified to user's models has changed. Changes in version 1.3.0 (2025-07-08) - The lags argument in the function for building the model (now create_model) now can be an unordered integer vector. - The lags argument in the function for building the model (now create_model) now must be an integer vector. - match.arg() is used so the options are visible to the user in the help. - A main change is that the functionality of the forecast function, that did a lot of things, is now distributed in several functions: create_model() (build the model), forecast() (do the forecasts), efa() for assessing forecast accuracy and tune_grid() for parameter tuning. - Prediction intervals are optionally computed. Changes in version 1.2.1 - The default value of parameter transform_features in trend function is again TRUE. Changes in version 1.2.0 (2025-05-19) - The estimated forecast accuracy per horizon is also computed. - Now it is possible to use only 1 lag with additive or multiplicative transformation, if the features are not transformed. - Now it is possible to transform only the target (and not the features) with the multiplicative transformation. - An error is produced if a too large autorregresive lag is used. - An error is produced in method KNN when k is greater than the size of the training set. - A warning is produced when the time series is too short to estimate forecast accuracy. Changes in version 1.1.0 (2024-12-10) - Improvements in estimation of forecast accuracy with rolling origin evaluation. - The way in which pre-processings are specified has changed. - Method plot.utsf is implemented. - Linear models (stats::lm) are supported. Changes in version 1.0.0 (2024-10-14) - Initial CRAN submission.