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, 2023, <https://openforecast.org/adam/>), 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>).

Version: 4.0.2
Depends: R (≥ 3.0.2), greybox (≥ 1.0.8)
Imports: Rcpp (≥ 0.12.3), stats, generics (≥ 0.1.2), graphics, grDevices, pracma, statmod, MASS, nloptr, utils, xtable, zoo
LinkingTo: Rcpp, RcppArmadillo (≥ 0.8.100.0.0)
Suggests: legion, numDeriv, testthat, knitr, rmarkdown, doMC, doParallel, foreach
Published: 2024-06-19
Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK)
Maintainer: Ivan Svetunkov <ivan at svetunkov.com>
BugReports: https://github.com/config-i1/smooth/issues
License: LGPL-2.1
URL: https://github.com/config-i1/smooth
NeedsCompilation: yes
Language: en-GB
Materials: README NEWS
In views: TimeSeries
CRAN checks: smooth results

Documentation:

Reference manual: smooth.pdf
Vignettes: Augmented Dynamic Adaptive Model
ces() - Complex Exponential Smoothing
es() - Exponential Smoothing
gum() - Generalised Univariate Model
oes() - occurrence part of iETS model
Simulate functions of the package
sma() - Simple Moving Average
smooth: forecasting using state-space models
ssarima() - State-Space ARIMA

Downloads:

Package source: smooth_4.0.2.tar.gz
Windows binaries: r-devel: smooth_4.0.1.zip, r-release: smooth_4.0.1.zip, r-oldrel: smooth_4.0.1.zip
macOS binaries: r-release (arm64): smooth_4.0.1.tgz, r-oldrel (arm64): smooth_4.0.1.tgz, r-release (x86_64): smooth_4.0.1.tgz, r-oldrel (x86_64): smooth_4.0.1.tgz
Old sources: smooth archive

Reverse dependencies:

Reverse depends: legion, MAPA
Reverse imports: lablaster, mvgam
Reverse suggests: greybox, modeltime

Linking:

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