config-i1/mes: Mixed Exponential Smoothing

The functions in the package are based on the Single Source of Error state space model by Hyndman et al., (2008, <doi: 10.1007/978-3-540-71918-2>). They make the framework more general, encompassing the classical ETS as a special case of the MESS model. This allows taking the multiple frequencies in the data into account (including the fractional frequencies), treating missing values and dealing with intermittent data (Svetunkov & Boylan, 2017, <doi: 10.13140/RG.2.2.35897.06242>).

install.packages("remotes")
remotes::install_github("config-i1/mes")