Methods and tools for displaying and analysing
univariate time series forecasts including exponential smoothing
via state space models and automatic ARIMA modelling.
| Version: |
8.23.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
colorspace, fracdiff, generics (≥ 0.1.2), ggplot2 (≥ 2.2.1), graphics, lmtest, magrittr, nnet, parallel, Rcpp (≥ 0.11.0), stats, timeDate, tseries, urca, withr, zoo |
| LinkingTo: |
Rcpp (≥ 0.11.0), RcppArmadillo (≥ 0.2.35) |
| Suggests: |
forecTheta, knitr, methods, rmarkdown, rticles, scales, seasonal, testthat (≥ 3.0.0), uroot |
| Published: |
2024-06-20 |
| DOI: |
10.32614/CRAN.package.forecast |
| Author: |
Rob Hyndman  [aut,
cre, cph] (<https://orcid.org/0000-0002-2140-5352>),
George Athanasopoulos
[aut]
(<https://orcid.org/0000-0002-5389-2802>),
Christoph Bergmeir
[aut]
(<https://orcid.org/0000-0002-3665-9021>),
Gabriel Caceres
[aut] (<https://orcid.org/0000-0002-2947-2023>),
Leanne Chhay [aut],
Kirill Kuroptev [aut],
Mitchell O'Hara-Wild
[aut]
(<https://orcid.org/0000-0001-6729-7695>),
Fotios Petropoulos
[aut]
(<https://orcid.org/0000-0003-3039-4955>),
Slava Razbash [aut],
Earo Wang [aut]
(<https://orcid.org/0000-0001-6448-5260>),
Farah Yasmeen
[aut] (<https://orcid.org/0000-0002-1479-5401>),
Federico Garza [ctb],
Daniele Girolimetto [ctb],
Ross Ihaka [ctb, cph],
R Core Team [ctb, cph],
Daniel Reid [ctb],
David Shaub [ctb],
Yuan Tang [ctb]
(<https://orcid.org/0000-0001-5243-233X>),
Xiaoqian Wang [ctb],
Zhenyu Zhou [ctb] |
| Maintainer: |
Rob Hyndman <Rob.Hyndman at monash.edu> |
| BugReports: |
https://github.com/robjhyndman/forecast/issues |
| License: |
GPL-3 |
| URL: |
https://pkg.robjhyndman.com/forecast/,
https://github.com/robjhyndman/forecast |
| NeedsCompilation: |
yes |
| Citation: |
forecast citation info |
| Materials: |
README NEWS |
| In views: |
Econometrics, Environmetrics, Finance, MissingData, TimeSeries |
| CRAN checks: |
forecast results |
| Reverse depends: |
ARIMAANN, BayesARIMAX, demography, dendrometeR, DIMORA, Dowd, ECTTDNN, EMDANNhybrid, expsmooth, fma, forecastHybrid, ForeComp, forecTheta, fpp, ftsa, garma, hts, MAPA, Mcomp, Rlgt, Rssa, StMoMo, thief, TSSVM, ZRA |
| Reverse imports: |
ACV, AEDForecasting, AFR, AriGaMyANNSVR, ATAforecasting, AutoAds, autostsm, autoTS, bayesforecast, BETS, beyondWhittle, bfast, bmgarch, bridgr, caretForecast, CausalMBSTS, CEEMDANML, clmplus, coconots, ConsReg, cricketr, CvmortalityMult, daltoolbox, decomposedPSF, dendRoAnalyst, dsa, eemdARIMA, EEMDelm, eemdTDNN, epicasting, EQUALrepeat, estadistica, EventDetectR, EWSmethods, EXPAR, EXPARMA, fastcpd, fDMA, ForecastComb, forecasteR, forecastLSW, ForecastTB, fpp2, GeomComb, globaltrends, gratis, grattan, harbinger, HDTSA, hpiR, hybridts, iClick, imputeTestbench, imputeTS, InterNL, its.analysis, KarsTS, knnp, kssa, lfl, lineartestr, matman, memochange, midasr, mlmts, modeltime, MortalityGaps, mrf, MSGARCHelm, msltrend, netseer, ngboostForecast, nnfor, nortsTest, OBL, OOS, outliers.ts.oga, paramsim, PH1XBAR, popstudy, PortalHacienda, portalr, portes, predtoolsTS, PrInCE, RcmdrPlugin.RiskDemo, rcrimeanalysis, ReSurv, SBAGM, ScottKnottESD, seastests, seer, shinyTempSignal, SLBDD, spduration, stlARIMA, stlELM, stlTDNN, stR, sweep, TCIU, Tcomp, TextForecast, timetk, TrendSLR, TSANN, tsBSS, TSclust, tsDyn, TSF, tsfeatures, tsoutliers, TSPred, tspredit, tsSelect, tssim, TSstudio, tsutils, tsviz, tswge, Tushare, uotm, utsf, VMDML, vmdTDNN, WaveletANN, WaveletArima, WaveletETS, WaveletGARCH, WaveletML, WaveletRF, WaveletSVR, WRTDStidal |
| Reverse suggests: |
AER, bayesRecon, corset, dlookr, dplR, epimdr, epimdr2, equatiomatic, fable, fableCount, flap, fracdiff, ggfortify, healthyR.ts, highcharter, htsDegenerateR, ICompELM, iForecast, ivx, lazybar, lifecontingencies, MARSS, mFilter, mlr, nullabor, origami, pander, performance, pmml, PSF, rainbow, riem, sarima, setartree, shapr, tactile, trajectories, tsbox, vctsfr |
| Reverse enhances: |
texreg |