legion (Q78583)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Forecasting Using Multivariate Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | legion |
Forecasting Using Multivariate Models |
Statements
Kandrika Fadhlan Pritularga
0 references
3 February 2025
0 references
Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, <doi:10.1177/1471082X0901000401>), Vector ETS (Svetunkov et al., 2023, <doi:10.1016/j.ejor.2022.04.040>) and simulation function for VES.
0 references
