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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>).
Version: | 4.0.2 |
Depends: | R (≥ 3.0.2), greybox (≥ 1.0.8) |
Imports: | Rcpp (≥ 0.12.3), stats, generics (≥ 0.1.2), graphics, grDevices, pracma, statmod, MASS, nloptr, utils, xtable, zoo |
LinkingTo: | Rcpp, RcppArmadillo (≥ 0.8.100.0.0) |
Suggests: | legion, numDeriv, testthat, knitr, rmarkdown, doMC, doParallel, foreach |
Published: | 2024-06-19 |
DOI: | 10.32614/CRAN.package.smooth |
Author: | Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK) |
Maintainer: | Ivan Svetunkov <ivan at svetunkov.com> |
BugReports: | https://github.com/config-i1/smooth/issues |
License: | LGPL-2.1 |
URL: | https://github.com/config-i1/smooth |
NeedsCompilation: | yes |
Language: | en-GB |
Materials: | README NEWS |
In views: | TimeSeries |
CRAN checks: | smooth results |
Package source: | smooth_4.0.2.tar.gz |
Windows binaries: | r-devel: smooth_4.0.2.zip, r-release: smooth_4.0.2.zip, r-oldrel: smooth_4.0.2.zip |
macOS binaries: | r-release (arm64): smooth_4.0.2.tgz, r-oldrel (arm64): smooth_4.0.2.tgz, r-release (x86_64): smooth_4.0.2.tgz, r-oldrel (x86_64): smooth_4.0.2.tgz |
Old sources: | smooth archive |
Reverse depends: | legion, MAPA |
Reverse imports: | lablaster, mvgam |
Reverse suggests: | greybox, modeltime |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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