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forecTheta (version 2.6.2)

Forecasting Time Series by Theta Models

Description

Routines for forecasting univariate time series using Theta Models.

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Version

Install

install.packages('forecTheta')

Monthly Downloads

6,952

Version

2.6.2

License

GPL (>= 2)

Maintainer

Jose Augusto Fiorucci

Last Published

November 11th, 2022

Functions in forecTheta (2.6.2)

expSmoot

Simple Exponential Smoothing Method
Cross Validation

Generalised Rolling Origin Evaluation
Plot

Plot forecasts points and prediction intervals for thetaModel objects
Error Metric

Error Metric Function
forecTheta-Package

Forecasting Time Series by Theta Models
Theta Models

Theta Models
otm.arxiv

Optimised Theta Method