smooth (Q54492): Difference between revisions
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Created claim: source code repository (P339): https://github.com/cran/smooth, #quickstatements; #temporary_batch_1711029738451 |
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Latest revision as of 04:06, 22 March 2024
Forecasting Using State Space Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | smooth |
Forecasting Using State Space Models |
Statements
17 September 2023
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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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