README.md
In tsmodels/tsets: Exponential Smoothing Models
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.
Installation
For installation instructions and vignettes for tsmodels packages,
see https://tsmodels.github.io/.
tsmodels/tsets documentation built on Oct. 8, 2022, 9:15 a.m.
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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.
Installation
For installation instructions and vignettes for tsmodels packages, see https://tsmodels.github.io/.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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