forecast

swMATH4505CRANforecastMaRDI QIDQ16678FDOQ16678

Forecasting Functions for Time Series and Linear Models

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

Last update: 27 February 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 8.21

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

Cited In (only showing first 100 items - show all)

• On the evolution of the united kingdom price distributions
• Forecasting at Scale
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order
• Time series forecasting using a two-level multi-objective genetic algorithm: a case study of maintenance cost data for tunnel fans
• Microforecasting methods for fresh food supply chain management: a computational study
• Nonparametric time series forecasting with dynamic updating
• An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function
• Basic singular spectrum analysis and forecasting with R
• Long-term forecasting of influenza-like illnesses in Russia
• Model selection in reconciling hierarchical time series
• Tactical sales forecasting using a very large set of macroeconomic indicators
• A novel method for forecasting time series based on fuzzy logic and visibility graph
• Forecasting \(\text{SO}_{2}\) pollution incidents by means of Elman artificial neural networks and ARIMA models
• Random matrix application to correlations amongst the volatility of assets
• Coherent mortality forecasting by the weighted multilevel functional principal component approach
• Grouped multivariate and functional time series forecasting: an application to annuity pricing
• Analytics for labor planning in systems with load-dependent service times
• Constructing dynamic life tables with a single-factor model
• Retail sales forecasting with meta-learning
• Using shared sell-through data to forecast wholesaler demand in multi-echelon supply chains
• Forecasting Swiss exports using Bayesian forecast reconciliation
• Dynamic principal component regression: application to age-specific mortality forecasting
• Analyzing mortality bond indexes via hierarchical forecast reconciliation
• Long-range dependent curve time series
• Robust omega ratio optimization using regular vines
• Interval forecasts based on regression trees for streaming data
• Heuristic decision rules for short-term trading of renewable energy with co-located energy storage
• An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
• Temporal hierarchies with autocorrelation for load forecasting
• A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• Seasonal adjustment of daily time series
• Forecasting mortality rate improvements with a high-dimensional VAR
• High-dimensional time series prediction using kernel-based koopman mode regression
• An age-at-death distribution approach to forecast cohort mortality
• Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction
• Forecasting air passenger traffic by support vector machines with ensemble empirical mode decomposition and slope-based method
• Application of wavelet decomposition in time-series forecasting
• Using multiple time series analysis for geosensor data forecasting
• A data-driven newsvendor problem: from data to decision
• Empirical analysis of daily cash flow time-series and its implications for forecasting
• Clustering and forecasting multiple functional time series
• Forecasting multiple time series with one-sided dynamic principal components
• Characterization of strategic emerging technologies: the case of big data
• The impact of special days in call arrivals forecasting: a neural network approach to modelling special days
• The forecasting performance of mortality models
• A new measure of mortality differentials based on precedence probability
• Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data
• An economic hybrid \(J_2\) analytical orbit propagator program based on SARIMA models
• Flow field forecasting for univariate time series
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
• Long memory and changepoint models: a spectral classification procedure
• Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting
• Dependence measures for model selection in singular spectrum analysis
• Optimizing bicoid signal extraction
• Structural combination of seasonal exponential smoothing forecasts applied to load forecasting
• Exploring the sources of uncertainty: why does bagging for time series forecasting work?
• Newsvendor problems: an integrated method for estimation and optimisation
• Pricing \(q\)-forward contracts: an evaluation of estimation window and pricing method under different mortality models
• Spatio-temporal modeling of global ozone data using convolution
• Forecasting with temporal hierarchies
• Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
• Hierarchical probabilistic forecasting of electricity demand with smart meter data
• Elucidate structure in intermittent demand series
• Retail store scheduling for profit
• Analysis of event-based, single-server nonstationary simulation responses using classical time-series models
• Optimal non-negative forecast reconciliation
• Statistical emulators for pricing and hedging longevity risk products
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• Heuristics for dynamic and stochastic inventory-routing
• A rainfall forecasting method using machine learning models and its application to the Fukuoka city case
• Correcting and combining time series forecasters
• Two canonical VARMA forms: scalar component models vis-à-vis the echelon form
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
• Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating
• Pricing reverse mortgages in Spain
• Forecasting time series with complex seasonal patterns using exponential smoothing
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