smooth

Forecasting Using State Space Models

CRAN Package

Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes ADAM (Svetunkov, 2023, ), Exponential Smoothing (Hyndman et al., 2008, ), SARIMA (Svetunkov & Boylan, 2019 ), Complex Exponential Smoothing (Svetunkov & Kourentzes, 2018, ), Simple Moving Average (Svetunkov & Petropoulos, 2018 ) and several simulation functions. It also allows dealing with intermittent demand based on the iETS framework (Svetunkov & Boylan, 2019, ).

  • Version4.1.0
  • R version≥ 3.0.2
  • LicenseLGPL-2.1
  • Needs compilation?Yes
  • Languageen-GB
  • Last release10/01/2024

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  • Depends2 packages
  • Imports10 packages
  • Suggests8 packages
  • Linking To2 packages
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