CRAN/E | smooth

smooth

Forecasting Using State Space Models

Installation

About

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, 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).

github.com/config-i1/smooth
Bug report File report

Key Metrics

Version 4.0.1
R ≥ 3.0.2
Published 2024-04-01 191 days ago
Needs compilation? yes
License LGPL-2.1
CRAN checks smooth results
Language en-GB

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Maintainer

Maintainer

Ivan Svetunkov

[email protected]

Authors

Ivan Svetunkov

aut / cre

(Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

Augmented Dynamic Adaptive Model
ces() - Complex Exponential Smoothing
es() - Exponential Smoothing
gum() - Generalised Univariate Model
oes() - occurrence part of iETS model
Simulate functions of the package
sma() - Simple Moving Average
smooth: forecasting using state-space models
ssarima() - State-Space ARIMA

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

smooth archive

Depends

R ≥ 3.0.2
greybox ≥ 1.0.8

Imports

Rcpp ≥ 0.12.3
stats
generics ≥ 0.1.2
graphics
grDevices
pracma
statmod
MASS
nloptr
utils
xtable
zoo

Suggests

legion
numDeriv
testthat
knitr
rmarkdown
doMC
doParallel
foreach

LinkingTo

Rcpp
RcppArmadillo ≥ 0.8.100.0.0

Reverse Depends

legion
MAPA

Reverse Imports

lablaster

Reverse Suggests

greybox
modeltime