forecast

R package forecast: Forecasting functions for time series and linear models , Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling. (Source: http://cran.r-project.org/web/packages)


References in zbMATH (referenced in 155 articles , 1 standard article )

Showing results 61 to 80 of 155.
Sorted by year (citations)
  1. Cerqueira, Vitor; Torgo, Luís; Pinto, Fábio; Soares, Carlos: Arbitrage of forecasting experts (2019)
  2. Di Gangi, Leonardo; Lapucci, M.; Schoen, F.; Sortino, A.: An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series (2019)
  3. Goin, Dana E.; Ahern, Jennifer: Identification of spikes in time series (2019)
  4. Guibert, Quentin; Lopez, Olivier; Piette, Pierrick: Forecasting mortality rate improvements with a high-dimensional VAR (2019)
  5. Huber, Jakob; Müller, Sebastian; Fleischmann, Moritz; Stuckenschmidt, Heiner: A data-driven newsvendor problem: from data to decision (2019)
  6. Khan, Atikur R.; Hassani, Hossein: Dependence measures for model selection in singular spectrum analysis (2019)
  7. Li, Han; Tang, Qihe: Analyzing mortality bond indexes via hierarchical forecast reconciliation (2019)
  8. Peña, Daniel; Smucler, Ezequiel; Yohai, Victor J.: Forecasting multiple time series with one-sided dynamic principal components (2019)
  9. Ramasubramanian, Karthik; Singh, Abhishek: Machine learning using R. With time series and industry-based use cases in R (2019)
  10. Rendon-Sanchez, Juan F.; de Menezes, Lilian M.: Structural combination of seasonal exponential smoothing forecasts applied to load forecasting (2019)
  11. Santos, James D.; Costa, José M. J.: An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function (2019)
  12. Shang, Han Lin: Dynamic principal component regression: application to age-specific mortality forecasting (2019)
  13. Shang, Han Lin; Yang, Yang; Kearney, Fearghal: Intraday forecasts of a volatility index: functional time series methods with dynamic updating (2019)
  14. Sophie Achard and Irène Gannaz: Wavelet-Based and Fourier-Based Multivariate Whittle Estimation: multiwave (2019) not zbMATH
  15. Toller, Maximilian; Santos, Tiago; Kern, Roman: SAZED: parameter-free domain-agnostic season length estimation in time series data (2019)
  16. Uddin, Gazi Salah; Gençay, Ramazan; Bekiros, Stelios; Sahamkhadam, Maziar: Enhancing the predictability of crude oil markets with hybrid wavelet approaches (2019)
  17. Wickramasuriya, Shanika L.; Athanasopoulos, George; Hyndman, Rob J.: Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization (2019)
  18. Wu, Ruhao; Wang, Bo: Coherent mortality forecasting by the weighted multilevel functional principal component approach (2019)
  19. Yeo, Kyongmin; Melnyk, Igor: Deep learning algorithm for data-driven simulation of noisy dynamical system (2019)
  20. Al-Douri, Yamur K.; Hamodi, Hussan; Lundberg, Jan: Time series forecasting using a two-level multi-objective genetic algorithm: a case study of maintenance cost data for tunnel fans (2018)