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forecTheta (version 2.2)

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

2,908

Version

2.2

License

GPL (>= 2)

Maintainer

Jose Augusto Fiorucci

Last Published

May 26th, 2016

Functions in forecTheta (2.2)

otm.arxiv

Optimised Theta Method
forecTheta-Package

Forecasting Time Series by Theta Models
Theta Models

Theta Models
expSmoot

Simple Exponential Smoothing Method
Plot

Plot forecasts points and prediction intervals for thetaModel objects
Error Metric

Error Metric Function
Cross Validation

Generalised Rolling Origin Evaluation