robets: Forecasting Time Series with Robust Exponential Smoothing
Version 1.2

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]
Date of publication2017-07-03 16:38:23 UTC
MaintainerRuben Crevits <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the robets package in your browser

Any scripts or data that you put into this service are public.

robets documentation built on July 4, 2017, 9:02 a.m.