smooth: Forecasting Using State Space Models (original) (raw)
Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes ADAM (Svetunkov, 2023, <https://openforecast.org/adam/>), Exponential Smoothing (Hyndman et al., 2008, <doi:10.1007/978-3-540-71918-2>), SARIMA (Svetunkov & Boylan, 2019 <doi:10.1080/00207543.2019.1600764>), Complex Exponential Smoothing (Svetunkov & Kourentzes, 2018, <doi:10.13140/RG.2.2.24986.29123>), Simple Moving Average (Svetunkov & Petropoulos, 2018 <doi:10.1080/00207543.2017.1380326>) and several simulation functions. It also allows dealing with intermittent demand based on the iETS framework (Svetunkov & Boylan, 2019, <doi:10.13140/RG.2.2.35897.06242>).
| Version: | 4.1.0 |
|---|---|
| Depends: | R (≥ 3.0.2), greybox (≥ 2.0.2) |
| Imports: | Rcpp (≥ 0.12.3), stats, generics (≥ 0.1.2), graphics, grDevices, pracma, statmod, MASS, nloptr, utils, xtable, zoo |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.8.100.0.0) |
| Suggests: | legion, numDeriv, testthat, knitr, rmarkdown, doMC, doParallel, foreach |
| Published: | 2024-10-01 |
| DOI: | 10.32614/CRAN.package.smooth |
| Author: | Ivan Svetunkov [aut, cre] (Senior Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
| Maintainer: | Ivan Svetunkov |
| BugReports: | https://github.com/config-i1/smooth/issues |
| License: | LGPL-2.1 |
| URL: | https://github.com/config-i1/smooth |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Materials: | README |
| In views: | TimeSeries |
| CRAN checks: | smooth results [issues need fixing before 2025-02-02] |
Documentation:
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Reverse dependencies:
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