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smooth  

Forecasting Using State Space Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("smooth", "4.1.0")



Attach the package and use:
library("smooth")
Maintained by
Ivan Svetunkov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-09-17
Latest Update: 2023-09-17
Description:
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>).
How to cite:
Ivan Svetunkov (2016). smooth: Forecasting Using State Space Models. R package version 4.1.0, https://cran.r-project.org/web/packages/smooth. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.4.3 (2016-09-17 00:52), 1.4.4 (2016-09-21 00:16), 1.4.5 (2016-10-17 12:41), 1.4.6 (2016-10-25 20:32), 1.4.7 (2016-11-01 11:07), 1.5.0 (2016-11-15 10:02), 1.5.1 (2016-12-01 08:28), 1.5.2 (2016-12-18 19:17), 1.6.0 (2017-01-27 10:40), 1.6.1 (2017-01-28 17:37), 1.6.3 (2017-02-11 10:04), 1.7.0 (2017-02-24 23:29), 1.9.0 (2017-03-17 00:17), 1.9.9 (2017-05-03 08:50), 2.0.0 (2017-07-03 00:54), 2.1.0 (2017-08-01 13:02), 2.1.1 (2017-09-05 09:26), 2.2.0 (2017-10-27 23:25), 2.2.1 (2017-11-16 00:39), 2.3.0 (2017-12-23 22:54), 2.3.1 (2018-01-13 18:08), 2.4.0 (2018-02-11 15:19), 2.4.1 (2018-03-06 08:34), 2.4.3 (2018-05-03 17:30), 2.4.4 (2018-06-03 19:00), 2.4.5 (2018-07-03 20:20), 2.4.6 (2018-08-25 22:30), 2.4.7 (2018-12-02 18:00), 2.5.0 (2019-04-26 00:52), 2.5.1 (2019-06-14 18:11), 2.5.2 (2019-07-25 17:40), 2.5.3 (2019-08-19 20:10), 2.5.4 (2019-10-22 18:50), 2.5.5 (2020-02-08 20:20), 2.5.6 (2020-04-05 07:00), 2.6.0 (2020-06-17 06:10), 3.0.0 (2020-12-09 11:50), 3.0.1 (2021-01-13 11:50), 3.1.0 (2021-02-20 06:50), 3.1.1 (2021-04-17 07:00), 3.1.2 (2021-06-14 06:30), 3.1.3 (2021-09-22 11:50), 3.1.4 (2021-12-01 10:10), 3.1.5 (2022-01-26 19:20), 3.1.6 (2022-03-30 13:20), 3.2.0 (2023-01-18 16:50), 3.2.1 (2023-06-02 01:10), 4.0.0 (2023-09-17 06:30), 4.0.1 (2024-04-01 16:50), 4.0.2 (2024-06-19 18:00)
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