print.robets

<p>An object of class <code>robets</code>.</p>

We provide an outlier robust alternative of the function ets() in the 'forecast' package of Hyndman and Khandakar (2008) <DOI:10.18637/jss.v027.i03>. For each method of a class of exponential smoothing variants we made a robust alternative. The class includes methods with a damped trend and/or seasonal components. The robust method is developed by robustifying every aspect of the original exponential smoothing variant. We provide robust forecasting equations, robust initial values, robust smoothing parameter estimation and a robust information criterion. The method is described in more detail in Crevits and Croux (2016) <DOI:10.13140/RG.2.2.11791.18080>.

Ruben Crevits

robets

Forecasting Time Series with Robust Exponential Smoothing

Christoph Bergmeir

Rob Hyndman

Ross Ihaka

R Core Team

print.robets function

Print robets model — print.robets

Print robets model

print.robets: Print robets model

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