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: 4.3.0 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: 2025-07-01 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 <ivan at svetunkov.com> 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 NEWS In views: TimeSeries CRAN checks: smooth results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=smooth to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4