Description Usage Arguments Details Value Author(s) References See Also Examples

Returns forecasts and other information for Croston's forecasts applied to y.

1 | ```
croston(y, h = 10, alpha = 0.1, x = y)
``` |

`y` |
a numeric vector or time series of class |

`h` |
Number of periods for forecasting. |

`alpha` |
Value of alpha. Default value is 0.1. |

`x` |
Deprecated. Included for backwards compatibility. |

Based on Croston's (1972) method for intermittent demand forecasting, also
described in Shenstone and Hyndman (2005). Croston's method involves using
simple exponential smoothing (SES) on the non-zero elements of the time
series and a separate application of SES to the times between non-zero
elements of the time series. The smoothing parameters of the two
applications of SES are assumed to be equal and are denoted by `alpha`

.

Note that prediction intervals are not computed as Croston's method has no underlying stochastic model.

An object of class `"forecast"`

is a list containing at least
the following elements:

`model` |
A list containing information about the
fitted model. The first element gives the model used for non-zero demands.
The second element gives the model used for times between non-zero demands.
Both elements are of class |

`method` |
The name of the forecasting method as a character string |

`mean` |
Point forecasts as a time series |

`x` |
The original time series (either |

`residuals` |
Residuals from the fitted model. That is y minus fitted values. |

`fitted` |
Fitted values (one-step forecasts) |

The function `summary`

is used to obtain and print a summary of the
results, while the function `plot`

produces a plot of the forecasts.

The generic accessor functions `fitted.values`

and `residuals`

extract useful features of the value returned by `croston`

and
associated functions.

Rob J Hyndman

Croston, J. (1972) "Forecasting and stock control for
intermittent demands", *Operational Research Quarterly*, **23**(3),
289-303.

Shenstone, L., and Hyndman, R.J. (2005) "Stochastic models underlying
Croston's method for intermittent demand forecasting". *Journal of
Forecasting*, **24**, 389-402.

`ses`

.

1 2 3 |

robjhyndman/forecast documentation built on Aug. 14, 2018, 2:23 a.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.