robets: Forecasting Time Series with Robust Exponential Smoothing

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>.

Version: 1.1
Depends: R (≥ 3.1.1)
Imports: Rcpp (≥ 0.12.2), forecast
LinkingTo: Rcpp
Published: 2016-11-24
Author: Ruben Crevits [aut, cre]
Maintainer: Ruben Crevits <ruben.crevits at kuleuven.be>
BugReports: https://github.com/RubenCrevits/robets/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://github.com/RubenCrevits/robets
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: robets results

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Reference manual: robets.pdf
Package source: robets_1.1.tar.gz
Windows binaries: r-devel: robets_1.1.zip, r-release: robets_1.1.zip, r-oldrel: robets_1.1.zip
OS X El Capitan binaries: r-release: robets_1.1.tgz
OS X Mavericks binaries: r-oldrel: robets_1.1.tgz
Old sources: robets archive

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