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robets  

Forecasting Time Series with Robust Exponential Smoothing
View on CRAN: Click here


Download and install robets package within the R console
Install from CRAN:
install.packages("robets")

Install from Github:
library("remotes")
install_github("cran/robets")

Install by package version:
library("remotes")
install_version("robets", "1.4")



Attach the package and use:
library("robets")
Maintained by
Ruben Crevits
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-11-23
Latest Update: 2023-02-21
Description:
We provide an outlier robust alternative of the function ets in the forecast package of Hyndman and Khandakar 2008 DOI10.18637jss.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 andor 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 DOI10.13140RG.2.2.11791.18080.
How to cite:
Ruben Crevits (2016). robets: Forecasting Time Series with Robust Exponential Smoothing. R package version 1.4, https://cran.r-project.org/web/packages/robets. Accessed 30 Jan. 2025.
Previous versions and publish date:
1.0 (2016-11-23 12:06), 1.1 (2016-11-24 16:39), 1.2 (2017-07-03 18:38), 1.3 (2017-08-30 17:16), 1.4 (2018-03-06 17:46)
Other packages that cited robets R package
View robets citation profile
Other R packages that robets depends, imports, suggests or enhances
Functions, R codes and Examples using the robets R package
Some associated functions: coef.robets . forecast.robets . plot.robets . plotOutliers . print.robets . robets . summary.robets . tau2 . 
Some associated R codes: coef.R . plot.R . plotOutliers.R . print.R . robets.R . robetsforecast.R . summary.R . tau2.R .  Full robets package functions and examples
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