smooth
Forecasting Using State Space Models
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).
- Version4.1.1
- R versionR (≥ 3.0.2)
- LicenseLGPL-2.1
- Needs compilation?Yes
- Languageen-GB
- Last release02/03/2025
Documentation
- VignetteAugmented Dynamic Adaptive Model
- Vignetteces() - Complex Exponential Smoothing
- Vignettees() - Exponential Smoothing
- Vignettegum() - Generalised Univariate Model
- Vignetteoes() - occurrence part of iETS model
- VignetteSimulate functions of the package
- Vignettesma() - Simple Moving Average
- Vignettesmooth: forecasting using state-space models
- Vignettessarima() - State-Space ARIMA
- MaterialREADME
- MaterialNEWS
- In ViewsTimeSeries
Team
Ivan Svetunkov
MaintainerShow author details
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- Depends1 package
- Imports8 packages
- Suggests8 packages
- Linking To2 packages
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- Reverse Imports2 packages
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