config-i1/smooth: Forecasting Using State Space Models

Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes ADAM (Svetunkov, 2021, <>), Exponential Smoothing (Hyndman et al., 2008, <doi: 10.1007/978-3-540-71918-2>), SARIMA (Svetunkov & Boylan, 2019 <doi: 10.1080/00207543.2019.1600764>), Complex Exponential Smoothing (Svetunkov & Kourentzes, 2018, <doi: 10.13140/RG.2.2.24986.29123>), Simple Moving Average (Svetunkov & Petropoulos, 2018 <doi: 10.1080/00207543.2017.1380326>) and several simulation functions. It also allows dealing with intermittent demand based on the iETS framework (Svetunkov & Boylan, 2019, <doi: 10.13140/RG.2.2.35897.06242>).

Getting started

Package details

LicenseGPL (>=2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
config-i1/smooth documentation built on June 10, 2021, 8:45 p.m.