smooth: Forecasting Using State Space Models

Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes ADAM (Svetunkov, 2021, <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:	3.1.6
Depends:	R (≥ 3.0.2), greybox (≥ 1.0.5)
Imports:	Rcpp (≥ 0.12.3), stats, generics (≥ 0.1.2), graphics, grDevices, pracma, statmod, MASS, nloptr, utils, zoo
LinkingTo:	Rcpp, RcppArmadillo (≥ 0.8.100.0.0)
Suggests:	legion, numDeriv, testthat, knitr, rmarkdown, doMC, doParallel, foreach
Published:	2022-03-30
Author:	Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
Maintainer:	Ivan Svetunkov <ivan at svetunkov.ru>
BugReports:	https://github.com/config-i1/smooth/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/config-i1/smooth
NeedsCompilation:	yes
Language:	en-GB
Materials:	README NEWS
In views:	TimeSeries
CRAN checks:	smooth results

Documentation:

Reference manual:	smooth.pdf
Vignettes:	Augmented Dynamic Adaptive Model ces() - Complex Exponential Smoothing es() - Exponential Smoothing gum() - Generalised Univariate Model oes() - occurrence part of iETS model Simulate functions of the package sma() - Simple Moving Average smooth: forecasting using state-space models ssarima() - State-Space ARIMA

Downloads:

Package source:	smooth_3.1.6.tar.gz
Windows binaries:	r-devel: smooth_3.1.6.zip, r-release: smooth_3.1.6.zip, r-oldrel: smooth_3.1.6.zip
macOS binaries:	r-release (arm64): smooth_3.1.6.tgz, r-oldrel (arm64): smooth_3.1.6.tgz, r-release (x86_64): smooth_3.1.6.tgz, r-oldrel (x86_64): smooth_3.1.6.tgz
Old sources:	smooth archive

Reverse dependencies:

Reverse depends:	legion, MAPA
Reverse imports:	lablaster
Reverse suggests:	greybox, modeltime

Linking:

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