forecast

MaRDI QIDQ16678swMATHCRANFDO

Authors Rob J. Hyndman, George Athanasopoulos, Christoph Bergmeir, Gabriel Caceres, Mitchell O'Hara-Wild, Fotios Petropoulos, Earo Wang, Farah Yasmeen, Maximilian Muecke, Leanne Chhay, Kirill Kuroptev, Slava Razbash

Last update 18 March 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 8.21, PACKAGES.rds, 2.00, 2.01, 2.02, 2.03, 2.04, 2.05, 2.06, 2.07, 2.08, 2.09, 2.11, 2.12, 2.13, 2.14, 2.15, 2.16, 2.17, 2.19, 3.00, 3.02, 3.03, 3.04, 3.05, 3.06, 3.07, 3.08, 3.09, 3.10, 3.11, 3.12, 3.13, 3.14, 3.15, 3.16, 3.17, 3.18, 3.19, 3.20, 3.21, 3.22, 3.23, 3.24, 3.25, 4.00, 4.01, 4.02, 4.03, 4.04, 4.05, 4.06, 4.7, 4.8, 5.0, 5.1, 5.2, 5.3, 5.4, 5.5, 5.6, 5.7, 5.8, 5.9, 6.0, 6.1, 6.2, 7.0, 7.1, 7.2, 7.3, 8.0, 8.1, 8.2, 8.3, 8.4, 8.5, 8.6, 8.7, 8.8, 8.9, 8.10, 8.11, 8.12, 8.13, 8.14, 8.15, 8.16, 8.17.0, 8.18, 8.19, 8.20, 8.21.1, 8.22.0, 8.23.0, 8.24.0, 9.0.0, 9.0.1, 9.0.2

Official website http://cran.r-project.org/web/packages/forecast/

Source code repository https://github.com/cran/forecast

Description

Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

Cited in

(only showing first 100 items - show all)

• EEMDelm
• stlELM
• VMDML
• vmdTDNN
• ngboostForecast
• MAPA
• shinyTempSignal
• kssa
• popstudy
• Rlgt
• decomposedPSF
• SLBDD
• TextForecast
• ATAforecasting
• ACV
• Tushare
• forecasteR
• odpc
• mrf
• WaveletRF
• garma
• eemdARIMA
• WaveletSVR
• TSANN
• matman
• PH1XBAR
• seastests
• stlARIMA
• tssim
• bayesforecast
• Optimal combination forecasts for hierarchical time series
• bfast
• RcmdrPlugin.RiskDemo
• cricketr
• OOS
• stlTDNN
• ECTTDNN
• eemdTDNN
• EMDANNhybrid
• KarsTS
• its.analysis
• JMulTi
• GRU-ODE-Bayes
• SBAGM
• EventDetectR
• MSGARCHelm
• OrthogonalPolynomials
• PySDDR
• CoMoMo
• tsibble
• TSPred
• dsa
• Ecce Signum
• nnfor
• tsfeatures
• logitnorm
• forecastHybrid
• CausalMBSTS
• fpp3
• mtsdi
• smnet
• SSNbayes
• FuzzyR
• tsfknn
• lineartestr
• autoTS
• BayesARIMAX
• rcrimeanalysis
• ConsReg
• hpiR
• DYNAMO
• Rainbow
• WaveletGARCH
• knnp
• TimeSeries.OBeu
• WRTDStidal
• TrendSLR
• tsviz
• iClick
• NOEMON
• MortalityGaps
• Tcomp
• ScottKnottESD
• spduration
• tsSelect
• AEDForecasting
• msltrend
• ZRA
• EWSmethods
• forecastLSW
• PortalHacienda
• Basic singular spectrum analysis and forecasting with R
• The forecasting performance of mortality models
• Heuristic decision rules for short-term trading of renewable energy with co-located energy storage
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• lmtest
• dlm
• TDSL
• vars

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