robets: Forecasting Time Series with Robust Exponential Smoothing

We provide an outlier robust alternative of the function ets() in the 'forecast' package of Hyndman and Khandakar (2008) <doi:10.18637/jss.v027.i03>. For each method of a class of exponential smoothing variants we made a robust alternative. The class includes methods with a damped trend and/or seasonal components. The robust method is developed by robustifying every aspect of the original exponential smoothing variant. We provide robust forecasting equations, robust initial values, robust smoothing parameter estimation and a robust information criterion. The method is described in more detail in Crevits and Croux (2016) <doi:10.13140/RG.2.2.11791.18080>.

Version:	1.4
Depends:	R (≥ 3.1.1)
Imports:	Rcpp (≥ 0.12.2), forecast
LinkingTo:	Rcpp
Published:	2018-03-06
Author:	Ruben Crevits [aut, cre], Christoph Bergmeir [aut], Rob Hyndman [aut], Ross Ihaka [ctb], R Core Team [ctb]
Maintainer:	Ruben Crevits <ruben.crevits at gmail.com>
BugReports:	https://github.com/RubenCrevits/robets/issues
License:	GPL-3
URL:	http://github.com/RubenCrevits/robets
NeedsCompilation:	yes
In views:	TimeSeries
CRAN checks:	robets results

Documentation:

Reference manual:

robets.pdf

Downloads:

Package source:	robets_1.4.tar.gz
Windows binaries:	r-devel: robets_1.4.zip, r-release: robets_1.4.zip, r-oldrel: robets_1.4.zip
macOS binaries:	r-release (arm64): robets_1.4.tgz, r-oldrel (arm64): robets_1.4.tgz, r-release (x86_64): robets_1.4.tgz, r-oldrel (x86_64): robets_1.4.tgz
Old sources:	robets archive

Reverse dependencies:

Reverse imports:	sutteForecastR
Reverse suggests:	sweep, timetk

Linking:

Please use the canonical form https://CRAN.R-project.org/package=robets to link to this page.