Package: robets
Type: Package
Title: Forecasting Time Series with Robust Exponential Smoothing
Version: 1.4
Date: 2018-03-06
Authors@R: c(person("Ruben","Crevits",role=c("aut","cre"),email = "ruben.crevits@gmail.com"),person("Christoph", "Bergmeir", role="aut"), person("Rob", "Hyndman", role=c("aut")), person("Ross","Ihaka", role = c("ctb")), person("R","Core Team", role = c("ctb")))
Description: 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>.
License: GPL-3
Depends: R (>= 3.1.1)
Imports: Rcpp (>= 0.12.2), forecast
LinkingTo: Rcpp
LazyData: true
ByteCompile: true
BugReports: https://github.com/RubenCrevits/robets/issues
URL: http://github.com/RubenCrevits/robets
RoxygenNote: 6.0.1
NeedsCompilation: yes
Packaged: 2018-03-06 13:24:14 UTC; u0099245
Author: Ruben Crevits [aut, cre],
  Christoph Bergmeir [aut],
  Rob Hyndman [aut],
  Ross Ihaka [ctb],
  R Core Team [ctb]
Maintainer: Ruben Crevits <ruben.crevits@gmail.com>
Repository: CRAN
Date/Publication: 2018-03-06 16:46:30 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-17 10:19:33 UTC; unix
Archs: robets.so.dSYM
