# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "Rlgt" in publications use:' type: software license: GPL-3.0-only title: 'Rlgt: Bayesian Exponential Smoothing Models with Trend Modifications' version: 0.2-2 doi: 10.32614/CRAN.package.Rlgt abstract: An implementation of a number of Global Trend models for time series forecasting that are Bayesian generalizations and extensions of some Exponential Smoothing models. The main differences/additions include 1) nonlinear global trend, 2) Student-t error distribution, and 3) a function for the error size, so heteroscedasticity. The methods are particularly useful for short time series. When tested on the well-known M3 dataset, they are able to outperform all classical time series algorithms. The models are fitted with MCMC using the 'rstan' package. authors: - family-names: Smyl given-names: Slawek email: slaweks@hotmail.co.uk - family-names: Bergmeir given-names: Christoph email: christoph.bergmeir@monash.edu - family-names: Wibowo given-names: Erwin email: rwinwibowo@gmail.com - family-names: Ng given-names: To Wang email: edwinnglabs@gmail.com - family-names: Long given-names: Xueying email: xueying.long@monash.edu - family-names: Dokumentov given-names: Alexander email: alexander.dokumentov@gmail.com - family-names: Schmidt given-names: Daniel email: daniel.schmidt@monash.edu repository: https://CRAN.R-project.org/package=Rlgt repository-code: https://github.com/cbergmeir/Rlgt url: https://github.com/cbergmeir/Rlgt date-released: '2024-07-16' contact: - family-names: Bergmeir given-names: Christoph email: christoph.bergmeir@monash.edu