We provide an outlier robust alternative of the function ets() in the 'forecast' package of Hyndman and Khandakar (2008)<DOI:10.18637/jss.v027.i03>. 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)<DOI:10.13140/RG.2.2.11791.18080>.

Author | Ruben Crevits [aut, cre] |

Date of publication | 2016-11-24 16:39:17 |

Maintainer | Ruben Crevits <ruben.crevits@kuleuven.be> |

License | GPL (>= 2) |

Version | 1.1 |

http://github.com/RubenCrevits/robets |

**coef.robets:** Coef robets model

**forecast.robets:** Forecasting using ROBETS models

**plotOutliers:** Plot outliers detected by robets model

**plot.robets:** Plot robets model

**print.robets:** Print robets model

**robets:** Robust exponential smoothing model

**summary.robets:** Summary robets model

**tau2:** Compute the tau2 estimator of scale

robets

robets/src

robets/src/calc_out.cpp

robets/src/etspolyroot.c

robets/src/robetsTargetFunction.cpp

robets/src/robetsTargetFunction.h

robets/src/RcppExports.cpp

robets/src/robetsTargetFunctionWrapper.cpp

robets/NAMESPACE

robets/R

robets/R/robets.R
robets/R/tau2.R
robets/R/plot.R
robets/R/coef.R
robets/R/print.R
robets/R/plotOutliers.R
robets/R/robetsforecast.R
robets/R/summary.R
robets/MD5

robets/DESCRIPTION

robets/man

robets/man/plot.robets.Rd
robets/man/coef.robets.Rd
robets/man/summary.robets.Rd
robets/man/tau2.Rd
robets/man/print.robets.Rd
robets/man/forecast.robets.Rd
robets/man/plotOutliers.Rd
robets/man/robets.Rd
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