Forecasting Using State Space Models


[Up] [Top]

Documentation for package ‘smooth’ version 2.4.7

Help Pages

smooth-package Smooth package
Accuracy Accuracy of forecasts
auto.ces Complex Exponential Smoothing Auto
auto.gum Automatic GUM
auto.msarima Automatic Multiple Seasonal ARIMA
auto.ssarima State Space ARIMA
cbias Half moment of a distribution and its derivatives.
ces Complex Exponential Smoothing
cma Centered Moving Average
covar Function returns the covariance matrix of conditional multiple steps ahead forecast errors
covar.smooth Function returns the covariance matrix of conditional multiple steps ahead forecast errors
Errors Error measures
es Exponential Smoothing in SSOE state space model
forecast Forecasting time series using smooth functions
forecast.smooth Forecasting time series using smooth functions
ges Generalised Univariate Model
gsi Vector exponential smoothing model with Group Seasonal Indices
gum Generalised Univariate Model
ham Half moment of a distribution and its derivatives.
hm Half moment of a distribution and its derivatives.
is.iss Smooth classes checkers
is.msarima Smooth classes checkers
is.smooth Smooth classes checkers
is.smooth.forecast Smooth classes checkers
is.smooth.sim Smooth classes checkers
is.smoothC Smooth classes checkers
is.viss Smooth classes checkers
is.vsmooth Smooth classes checkers
is.vsmooth.sim Smooth classes checkers
iss Intermittent State Space
lags Functions that extract values from the fitted model
MAE Error measures
MAPE Error measures
MASE Error measures
modelName Functions that extract values from the fitted model
modelType Functions that extract values from the fitted model
MPE Error measures
MRE Error measures
msarima Multiple Seasonal ARIMA
MSE Error measures
orders Functions that extract values from the fitted model
pls Prediction Likelihood Score
pls.smooth Prediction Likelihood Score
RelAME Error measures
RelMAE Error measures
RelMSE Error measures
sCE Error measures
sim.ces Simulate Complex Exponential Smoothing
sim.es Simulate Exponential Smoothing
sim.gum Simulate Generalised Exponential Smoothing
sim.sma Simulate Simple Moving Average
sim.ssarima Simulate SSARIMA
sim.ves Simulate Vector Exponential Smoothing
sma Simple Moving Average
SMAPE Error measures
smooth Smooth package
smoothCombine Combination of forecasts of state space models
sMSE Error measures
sowhat Function returns the ultimate answer to any question
sPIS Error measures
ssarima State Space ARIMA
ves Vector Exponential Smoothing in SSOE state space model
viss Vector Intermittent State Space