fpp2

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Data for "Forecasting: Principles and Practice" (2nd Edition)

Rob Hyndman

Last update: 19 February 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.5

Source code repository: https://github.com/cran/fpp2

Cited In (29)

• Evaluating time series forecasting models: an empirical study on performance estimation methods
• SAZED: parameter-free domain-agnostic season length estimation in time series data
• Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume
• A novel weighted fractional GM(1,1) model and its applications
• Frequency-based ensemble forecasting model for time series forecasting
• Comparison of forecast accuracy ofAtaand exponential smoothing
• New developments in the forecasting of monthly overnight stays in the North Region of Portugal
• Forecasting mortality with international linkages: a global vector-autoregression approach
• Spatiotemporal adaptive neural network for long-term forecasting of financial time series
• Elucidate structure in intermittent demand series
• Understanding forecast reconciliation
• Dynamic cyber risk estimation with competitive quantile autoregression
• Selecting optimal lag order in Ljung-Box test
• SARS-CoV-2 dissemination using a network of the US counties
• Passenger demand forecasting in scheduled transportation
• Dynamic time series smoothing for symbolic interval data applied to neuroscience
• Detecting virtual concept drift of regressors without ground truth values
• Assessing mortality inequality in the U.S.: what can be said about the future?
• A Lasso and a regression tree mixed-effect model with random effects for the level, the residual variance, and the autocorrelation
• Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
• A mathematical model for supply chain management of blood banks in India
• Estimating variances in time series kriging using convex optimization and empirical BLUPs
• Meta fuzzy functions based feed-forward neural networks with a single hidden layer for forecasting
• Age-coherent extensions of the Lee–Carter model
• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling
• Inventory -- forecasting: mind the gap
• Fast Forecast Reconciliation Using Linear Models
• Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model
• A forecast reconciliation approach to cause-of-death mortality modeling

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