forecTheta: Forecasting Time Series by Theta Models

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Routines for forecasting univariate time series using Theta Models. Contains several cross-validation routines.

Author
Jose Augusto Fiorucci, Francisco Louzada and Bao Yiqi
Date of publication
2016-05-26 09:21:12
Maintainer
Jose Augusto Fiorucci <jafiorucci@gmail.com>
License
GPL (>= 2)
Version
2.2
URLs

View on CRAN

Man pages

crossValidationFunctions
Generalised Rolling Origin Evaluation
errorMetricFunctions
Error Metric Function
expSmoot
Simple Exponential Smoothing Method
forecTheta-package
Forecasting Time Series by Theta Models
otm.arXiv
Optimised Theta Method
plot.thetaModel
Plot forecasts points and prediction intervals for...
thetaModels
Theta Models

Files in this package

forecTheta
forecTheta/NAMESPACE
forecTheta/R
forecTheta/R/errorMetricFunctions.R
forecTheta/R/crossValidationFunctions.R
forecTheta/R/forecastFunctions.R
forecTheta/MD5
forecTheta/DESCRIPTION
forecTheta/ChangeLog
forecTheta/man
forecTheta/man/crossValidationFunctions.Rd
forecTheta/man/forecTheta-package.Rd
forecTheta/man/expSmoot.Rd
forecTheta/man/thetaModels.Rd
forecTheta/man/errorMetricFunctions.Rd
forecTheta/man/otm.arXiv.Rd
forecTheta/man/plot.thetaModel.Rd