legion: Forecasting Using Multivariate Models

Functions implementing multivariate state space models for purposes of time series analysis and forecasting. The focus of the package is on multivariate models, such as Vector Exponential Smoothing, Vector ETS (Error-Trend-Seasonal model) etc. It currently includes Vector Exponential Smoothing (VES, de Silva et al., 2010, <doi:10.1177/1471082X0901000401>), Vector ETS and simulation function for VES.

Package details

AuthorIvan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK), Kandrika Fadhlan Pritularga [aut] (PhD Student at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
MaintainerIvan Svetunkov <ivan@svetunkov.ru>
LicenseGPL (>= 2)
Version0.1.0
URL https://github.com/config-i1/legion
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("legion")

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legion documentation built on May 17, 2021, 5:06 p.m.