Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes 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>), Vector Exponential Smoothing (de Silva et al., 2010, <doi:10.1177/1471082X0901000401>) in state space forms, several simulation functions and intermittent demand state space models. It also allows dealing with intermittent demand based on the iETS framework (Svetunkov & Boylan, 2017, <doi:10.13140/RG.2.2.35897.06242>).
| Version: | 2.6.0 |
| Depends: | R (≥ 3.0.2), greybox (≥ 0.5.9) |
| Imports: | Rcpp (≥ 0.12.3), stats, graphics, forecast (≥ 7.0), nloptr, utils, zoo |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.8.100.0.0) |
| Suggests: | Mcomp, numDeriv, testthat, knitr, rmarkdown |
| Published: | 2020-06-17 |
| Author: | Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
| Maintainer: | Ivan Svetunkov <ivan at svetunkov.ru> |
| BugReports: | https://github.com/config-i1/smooth/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/config-i1/smooth |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | smooth results |
| Reference manual: | smooth.pdf |
| Vignettes: |
ces() - Complex Exponential Smoothing es() - Exponential Smoothing gum() - Generalised Univariate Model Occurrence part of iETS model Simulate functions of the package sma() - Simple Moving Average smooth ssarima() - State-Space ARIMA ves() - Vector Exponential Smoothing |
| Package source: | smooth_2.6.0.tar.gz |
| Windows binaries: | r-devel: smooth_2.6.0.zip, r-release: smooth_2.6.0.zip, r-oldrel: smooth_2.6.0.zip |
| macOS binaries: | r-release: smooth_2.6.0.tgz, r-oldrel: smooth_2.6.0.tgz |
| Old sources: | smooth archive |
| Reverse depends: | MAPA |
| Reverse suggests: | greybox |
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