r-smooth 4.2.0
Propagated dependencies: r-zoo@1.8-12 r-xtable@1.8-4 r-statmod@1.5.0 r-rcpparmadillo@14.0.2-1 r-rcpp@1.0.13-1 r-pracma@2.4.4 r-nloptr@2.1.1 r-mass@7.3-61 r-greybox@2.0.4 r-generics@0.1.3
Channel: guix-cran
Home page: https://github.com/config-i1/smooth
Licenses: LGPL 2.1
Synopsis: Forecasting Using State Space Models
Description:
This package provides 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>).
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