tsintermittent: Intermittent Time Series Forecasting

Time series methods for intermittent demand forecasting. Includes Croston's method and its variants (Moving Average, SBA), and the TSB method. Users can obtain optimal parameters on a variety of loss functions, or use fixed ones (Kourenztes (2014) <doi:10.1016/j.ijpe.2014.06.007>). Intermittent time series classification methods and iMAPA that uses multiple temporal aggregation levels are also provided (Petropoulos & Kourenztes (2015) <doi:10.1057/jors.2014.62>).

Getting started

Package details

AuthorNikolaos Kourentzes [cre, aut] (<https://orcid.org/0000-0003-0211-5218>), Fotios Petropoulos [ctb] (<https://orcid.org/0000-0003-3039-4955>)
MaintainerNikolaos Kourentzes <nikolaos@kourentzes.com>
LicenseGPL (>= 2)
URL https://kourentzes.com/forecasting/2014/06/23/intermittent-demand-forecasting-package-for-r/
Package repositoryView on CRAN
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tsintermittent documentation built on July 18, 2022, 9:06 a.m.