In tsmodels/tsets: Exponential Smoothing Models

version <- as.vector(read.dcf('DESCRIPTION')[, 'Version'])
version <- gsub('-', '.', version)

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "README-"
)

tsets

Single source of error based state space models (exponential smoothing) including the power MAM model, normalized seasonality and ability to include regressors in the observation equation. Part of a unified time series framework using methods and classes from tsmethods. Estimation supports automatic differentiation via the TMB package.

Since v.1.9.0, missing values are automatically handled via the prediction/update step during estimation.