robets (1.4)

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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) . 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) .

Maintainer: Ruben Crevits
Author(s): Ruben Crevits [aut, cre], Christoph Bergmeir [aut], Rob Hyndman [aut], Ross Ihaka [ctb], R Core Team [ctb]

License: GPL-3

Uses: forecast, Rcpp
Reverse suggests: sweep, timetk

Released almost 2 years ago.

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