smooth (version 3.1.4)

# forecast.adam: Forecasting time series using smooth functions

## Description

This function is created in order for the package to be compatible with Rob Hyndman's "forecast" package

## Usage

```# S3 method for adam
forecast(object, h = 10, newdata = NULL,
occurrence = NULL, interval = c("none", "prediction", "confidence",
"simulated", "approximate", "semiparametric", "nonparametric", "empirical",
"complete"), level = 0.95, side = c("both", "upper", "lower"),
cumulative = FALSE, nsim = NULL, ...)# S3 method for smooth
forecast(object, h = 10, interval = c("parametric",
"semiparametric", "nonparametric", "none"), level = 0.95,
side = c("both", "upper", "lower"), ...)# S3 method for oes
forecast(object, h = 10, interval = c("parametric",
"semiparametric", "nonparametric", "none"), level = 0.95,
side = c("both", "upper", "lower"), ...)# S3 method for msdecompose
forecast(object, h = 10, interval = c("parametric",
"semiparametric", "nonparametric", "none"), level = 0.95, model = NULL,
...)```

## Arguments

object

Time series model for which forecasts are required.

h

Forecast horizon.

newdata

The new data needed in order to produce forecasts.

occurrence

The vector containing the future occurrence variable (values in [0,1]), if it is known.

interval

What type of mechanism to use for interval construction. For ADAM: the recommended option is `interval="prediction"`, which will use analytical solutions for pure additive models and simulations for the others. `interval="simulated"` is the slowest method, but is robust to the type of model. `interval="approximate"` (aka `interval="parametric"`) uses analytical formulae for conditional h-steps ahead variance, but is approximate for the non-additive error models. `interval="semiparametric"` relies on the multiple steps ahead forecast error (extracted via `rmultistep` method) and on the assumed distribution of the error term. `interval="nonparametric"` uses Taylor & Bunn (1999) approach with quantile regressions. `interval="empirical"` constructs intervals based on empirical quantiles of multistep forecast errors. `interval="complete"` will call for `reforecast()` function and produce interval based on the uncertainty around the parameters of the model. Finally, `interval="confidence"` tries to generate the confidence intervals for the point forecast based on the `reforecast` method.

For es, ssarima etc, see the description in es.

level

Confidence level. Defines width of prediction interval.

side

Defines, whether to provide `"both"` sides of prediction interval or only `"upper"`, or `"lower"`.

cumulative

If `TRUE`, then the cumulative forecast and prediction interval are produced instead of the normal ones. This is useful for inventory control systems.

nsim

Number of iterations to do in case of `interval="simulated"`.

...

Other arguments accepted by either es, ces, gum or ssarima.

model

The type of ETS model to fit on the decomposed trend. Only applicable to "msdecompose" class. This is then returned in parameter "esmodel". If `NULL`, then it will be selected automatically based on the type of the used decomposition (either among pure additive or among pure additive ETS models).

## Value

Returns object of class "smooth.forecast", which contains:

• `model` - the estimated model (ES / CES / GUM / SSARIMA).

• `method` - the name of the estimated model (ES / CES / GUM / SSARIMA).

• `forecast` aka `mean` - point forecasts of the model (conditional mean).

• `lower` - lower bound of prediction interval.

• `upper` - upper bound of prediction interval.

• `level` - confidence level.

• `interval` - binary variable (whether interval were produced or not).

## Details

This is not a compulsory function. You can simply use es, ces, gum or ssarima without `forecast.smooth`. But if you are really used to `forecast` function, then go ahead!

## References

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008) Forecasting with exponential smoothing: the state space approach, Springer-Verlag.

`forecast`

## Examples

Run this code
```# NOT RUN {
ourModel <- ces(rnorm(100,0,1),h=10)

forecast(ourModel,h=10)
forecast(ourModel,h=10,interval=TRUE)
plot(forecast(ourModel,h=10,interval=TRUE))

# }
```

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