Package: smooth 4.1.0

Ivan Svetunkov

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>).

Authors:Ivan Svetunkov [aut, cre]

smooth_4.1.0.tar.gz
smooth_4.1.0.tar.gz(r-4.5-noble)smooth_4.1.0.tar.gz(r-4.4-noble)
smooth_4.1.0.tgz(r-4.4-emscripten)smooth_4.1.0.tgz(r-4.3-emscripten)
smooth.pdf |smooth.html✨
smooth/json (API)
NEWS

# Install 'smooth' in R:

install.packages('smooth', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/config-i1/smooth/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

9.42 score 2 stars 26 packages 368 scripts 6.8k downloads 5 mentions 50 exports 20 dependencies

Last updated 24 days agofrom:f375ef47f8. Checks:OK: 2. Indexed: no.

Target	Result	Date
Doc / Vignettes	OK	Oct 02 2024
R-4.5-linux-x86_64	OK	Oct 02 2024

Exports:accuracy adam auto.adam auto.ces auto.gum auto.msarima auto.ssarima ces cma es es_old ges gum is.adam is.adam.sim is.msarima is.msdecompose is.msdecompose.forecast is.oes is.oesg is.smooth is.smooth.forecast is.smooth.sim is.smoothC lags modelName modelType msarima msarima_old msdecompose multicov oes oesg orders pls reapply reforecast rmultistep sim.ces sim.es sim.gum sim.oes sim.sma sim.ssarima sma sma_old smoothCombine sowhat ssarima xtable

Dependencies:askpass curl generics greybox httr jsonlite lattice MASS mime nloptr openssl pracma R6 Rcpp RcppArmadillo statmod sys texreg xtable zoo

Augmented Dynamic Adaptive Model

Ivan Svetunkov

Rendered fromadam.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2024-10-02
Started: 2020-12-09

ces() - Complex Exponential Smoothing

Ivan Svetunkov

Rendered fromces.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2023-01-18
Started: 2016-09-17

es() - Exponential Smoothing

Ivan Svetunkov

Rendered fromes.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2023-01-18
Started: 2016-09-17

gum() - Generalised Univariate Model

Ivan Svetunkov

Rendered fromgum.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2022-01-26
Started: 2018-12-02

oes() - occurrence part of iETS model

Ivan Svetunkov

Rendered fromoes.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2021-04-17
Started: 2019-04-25

Simulate functions of the package

Ivan Svetunkov

Rendered fromsimulate.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2021-02-20
Started: 2016-09-17

sma() - Simple Moving Average

Ivan Svetunkov

Rendered fromsma.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2022-01-26
Started: 2016-09-17

smooth: forecasting using state-space models

Ivan Svetunkov

Rendered fromsmooth.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2024-04-02
Started: 2016-09-17

ssarima() - State-Space ARIMA

Ivan Svetunkov

Rendered fromssarima.Rmdusingknitr::rmarkdownon Oct 02 2024.

Last update: 2022-01-26
Started: 2016-09-17

Citation

Readme and manuals

Help Manual

Help page	Topics
Error measures for an estimated model	accuracy.smooth accuracy.smooth.forecast
ADAM is Augmented Dynamic Adaptive Model	adam auto.adam simulate.adam sm.adam
Complex Exponential Smoothing Auto	auto.ces
Automatic GUM	auto.gum
State Space ARIMA	auto.ssarima
Complex Exponential Smoothing	ces
Centered Moving Average	cma
Exponential Smoothing in SSOE state space model	es es_old
Forecasting time series using smooth functions	forecast forecast.adam forecast.msdecompose forecast.oes forecast.smooth
Generalised Univariate Model	ges gum
Smooth classes checkers	is.adam is.adam.sim is.msarima is.msdecompose is.msdecompose.forecast is.oes is.oesg is.smooth is.smooth.forecast is.smooth.sim is.smoothC
Multiple Seasonal ARIMA	auto.msarima msarima msarima_old
Multiple seasonal classical decomposition	msdecompose
Function returns the multiple steps ahead covariance matrix of forecast errors	multicov multicov.smooth
Occurrence ETS model	oes
Occurrence ETS, general model	oesg
Functions that extract values from the fitted model	lags modelName modelType orders
Plots for the fit and states	plot.adam plot.msdecompose plot.smooth
Prediction Likelihood Score	pls pls.smooth
Reapply the model with randomly generated initial parameters and produce forecasts	reapply reforecast
Multiple steps ahead forecast errors	rmultistep
Simulate Complex Exponential Smoothing	sim.ces
Simulate Exponential Smoothing	sim.es
Simulate Generalised Exponential Smoothing	sim.gum
Simulate Occurrence Part of ETS model	sim.oes
Simulate Simple Moving Average	sim.sma
Simulate SSARIMA	sim.ssarima
Simple Moving Average	sma sma_old
Smooth package	smooth-package smooth
Combination of forecasts of state space models	smoothCombine
Function returns the ultimate answer to any question	sowhat
State Space ARIMA	ssarima

Package: smooth 4.1.0

smooth: Forecasting Using State Space Models

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

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)