robets: Forecasting Time Series with Robust Exponential Smoothing
Version 1.4

We provide an outlier robust alternative of the function ets() in the 'forecast' package of Hyndman and Khandakar (2008) . For each method of a class of exponential smoothing variants we made a robust alternative. The class includes methods with a damped trend and/or 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) .

Getting started

Package details

AuthorRuben Crevits [aut, cre], Christoph Bergmeir [aut], Rob Hyndman [aut], Ross Ihaka [ctb], R Core Team [ctb]
Date of publication2018-03-06 16:46:30 UTC
MaintainerRuben Crevits <[email protected]>
Package repositoryView on CRAN
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robets documentation built on March 18, 2018, 2:03 p.m.