Automatic Time Series Forecasting: The forecast Package for R

Automatic Time Series Forecasting: The forecast Package for R

Automatic forecasts of large numbers of univariate time series are often needed in business and other contexts. We describe two automatic forecasting algorithms that have been implemented in the forecast package for R. The first is based on innovations state space models that underly exponential smoo...

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Bibliographic Details
Main Authors: Rob J. Hyndman, Yeasmin Khandakar
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2008-03-01
Series:Journal of Statistical Software
Subjects:
ARIMA models
automatic forecasting
exponential smoothing
prediction intervals state space models
time series
R
Online Access:http://www.jstatsoft.org/v27/i03/paper

Internet

http://www.jstatsoft.org/v27/i03/paper

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