Package: smooth 4.1.1.41004
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, <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>).
Authors:
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smooth.pdf |smooth.html✨
smooth/json (API)
NEWS
# Install 'smooth' in R: |
install.packages('smooth', repos = c('https://config-i1.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/config-i1/smooth/issues
arimaarima-forecastingcesetsexponential-smoothingforecaststate-spacetime-series
Last updated 1 days agofrom:34ecd8d58f. Checks:OK: 7 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 22 2024 |
R-4.5-win-x86_64 | OK | Nov 22 2024 |
R-4.5-linux-x86_64 | OK | Nov 22 2024 |
R-4.4-win-x86_64 | NOTE | Nov 22 2024 |
R-4.4-mac-x86_64 | OK | Nov 22 2024 |
R-4.4-mac-aarch64 | OK | Nov 22 2024 |
R-4.3-win-x86_64 | NOTE | Nov 22 2024 |
R-4.3-mac-x86_64 | OK | Nov 22 2024 |
R-4.3-mac-aarch64 | OK | Nov 22 2024 |
Exports:accuracyadamauto.adamauto.cesauto.gumauto.msarimaauto.ssarimacescmaeses_oldgesgumis.adamis.adam.simis.msarimais.msdecomposeis.msdecompose.forecastis.oesis.oesgis.smoothis.smooth.forecastis.smooth.simis.smoothClagsmodelNamemodelTypemsarimamsarima_oldmsdecomposemulticovoesoesgordersplsreapplyreforecastrmultistepsim.cessim.essim.gumsim.oessim.smasim.ssarimasmasma_oldsmoothCombinesowhatssarimaxtable
Dependencies:askpasscurlgenericsgreyboxhttrjsonlitelatticeMASSmimenloptropensslpracmaR6RcppRcppArmadillostatmodsystexregxtablezoo
Augmented Dynamic Adaptive Model
Rendered fromadam.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2024-08-06
Started: 2020-08-03
ces() - Complex Exponential Smoothing
Rendered fromces.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2022-05-28
Started: 2016-09-16
es() - Exponential Smoothing
Rendered fromes.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2022-05-28
Started: 2016-09-16
gum() - Generalised Univariate Model
Rendered fromgum.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2022-01-26
Started: 2018-11-30
oes() - occurrence part of iETS model
Rendered fromoes.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2021-04-14
Started: 2019-03-28
Simulate functions of the package
Rendered fromsimulate.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2021-02-18
Started: 2016-09-16
sma() - Simple Moving Average
Rendered fromsma.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2022-01-26
Started: 2016-09-16
smooth: forecasting using state-space models
Rendered fromsmooth.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2024-04-01
Started: 2016-09-16
ssarima() - State-Space ARIMA
Rendered fromssarima.Rmd
usingknitr::rmarkdown
on Nov 22 2024.Last update: 2022-01-26
Started: 2016-09-16