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forecTheta (version 2.0)

Forecasting Time Series by Theta Models

Description

Routines for forecasting univariate time series using Theta Models. Contains several cross-validation routines.

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Version

Install

install.packages('forecTheta')

Monthly Downloads

4,096

Version

2.0

License

GPL (>= 2)

Maintainer

Jose Augusto Fiorucci

Last Published

March 2nd, 2016

Functions in forecTheta (2.0)

forecTheta-package

Forecasting Time Series by Theta Models
forecast

Optimised Theta Method
expSmoot

Simple Exponential Smoothing Method
crossValidation

Generalised Rolling Origin Evaluation
plot.thetaModel

Plot forecasts points and prediction intervals for thetaModel objects
errorMetric

Error Metric Function
thetaModels

Theta Models