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GACE

Generalized Adaptive Capped Estimator
A stable, deterministic forecasting engine for weekly, monthly,quarterly, and yearly data.

Overview

GACE provides a transparent, tuning-free forecasting method based onhybrid growth signals and adaptive asymmetric caps.
It extends deterministic capped-growth forecasting to support weekly,monthly, quarterly, and yearly time series with optional seasonalscaling.

The method is designed for:

• demand forecasting
  
• operational forecasting
  
• financial and portfolio forecasting
  
• budgeting and scenario planning

The philosophy: Stable + Interpretable + Fast
No nonlinear optimization. No stochastic fitting. Fullydeterministic.

Features

• Supports weekly / monthly / quarterly / yearly data
  
• Hybrid growth signals (year-over-year, short-term, rolling,drift)
  
• Volatility-aware asymmetric caps
  
• Seasonal and non-seasonal modes
  
• Deterministic, extremely fast computation
  
• plot_gace() for visualization
  
• Lightweight dependencies

Installation

Install the released version from CRAN:

install.packages("GACE")

Example

library(GACE)set.seed(1)y<-ts(rnorm(60,mean =100,sd =10),frequency =12)fc<-gace_forecast(y,periods =12,freq ="month")plot_gace(fc)