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: | 4.3.1 |
| Depends: | R (≥ 3.0.2),greybox (≥ 2.0.2) |
| 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: | 2025-10-27 |
| DOI: | 10.32614/CRAN.package.smooth |
| Author: | Ivan Svetunkov [aut, cre] (Senior 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.html ,smooth.pdf |
| Vignettes: | Augmented Dynamic Adaptive Model (source,R code)
ces() - Complex Exponential Smoothing (source,R code)
es() - Exponential Smoothing (source,R code)
gum() - Generalised Univariate Model (source,R code)
oes() - occurrence part of iETS model (source,R code)
Simulate functions of the package (source,R code)
sma() - Simple Moving Average (source,R code)
smooth: forecasting using state-space models (source,R code)
ssarima() - State-Space ARIMA (source,R code)
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