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)

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 150 articles , 1 standard article )

Showing results 101 to 120 of 150.
Sorted by year (citations)
  1. Shang, Han Lin; Haberman, Steven: Grouped multivariate and functional time series forecasting: an application to annuity pricing (2017)
  2. Tyralis, Hristos; Papacharalampous, Georgia: Variable selection in time series forecasting using random forests (2017)
  3. Zhang, Keyi; Gençay, Ramazan; Ege Yazgan, M.: Application of wavelet decomposition in time-series forecasting (2017)
  4. Zhang, Rong; Ashuri, Baabak; Deng, Yong: A novel method for forecasting time series based on fuzzy logic and visibility graph (2017)
  5. Asar, Özgür; Ilk, Ozlem: Forecasting multivariate longitudinal binary data with marginal and marginally specified models (2016)
  6. Barbeito, Inés; Cao, Ricardo: Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (2016)
  7. Barrieu, Pauline M.; Veraart, Luitgard A. M.: Pricing (q)-forward contracts: an evaluation of estimation window and pricing method under different mortality models (2016)
  8. Cui, Yuwei; Ahmad, Subutai; Hawkins, Jeff: Continuous online sequence learning with an unsupervised neural network model (2016)
  9. Hyndman, Rob J.; Lee, Alan J.; Wang, Earo: Fast computation of reconciled forecasts for hierarchical and grouped time series (2016)
  10. Neeraj Bokde, Kishore Kulat, Marcus W Beck, Gualberto Asencio-Cortes: R package imputeTestbench to compare imputations methods for univariate time series (2016) arXiv
  11. Risk, J.; Ludkovski, M.: Statistical emulators for pricing and hedging longevity risk products (2016)
  12. Singh, Ajay; Xu, Dinghai: Random matrix application to correlations amongst the volatility of assets (2016)
  13. Yarmohammadi, Masoud; Kalantari, Mahdi; Mahmoudvand, Rahim: Empirical comparison of Box-Jenkins models, artificial neural network and singular spectrum analysis in forecasting time series (2016)
  14. Guy J. Abel: fanplot: An R Package for Visualising Sequential Distributions (2015) not zbMATH
  15. Hyndman, Rob J.: Discussion of “High-dimensional autocovariance matrices and optimal linear prediction” (2015)
  16. Launay, Tristan; Philippe, Anne; Lamarche, Sophie: Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting (2015)
  17. Luca Bagnato, Lucio De Capitani, Angelo Mazza, Antonio Punzo: SDD: An R Package for Serial Dependence Diagrams (2015) not zbMATH
  18. Wan, Cheng; Bertschi, Ljudmila: Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (2015)
  19. Alexander Kowarik; Angelika Meraner; Matthias Templ; Daniel Schopfhauser: Seasonal Adjustment with the R Packages x12 and x12GUI (2014) not zbMATH
  20. Chapados, Nicolas; Joliveau, Marc; L’Ecuyer, Pierre; Rousseau, Louis-Martin: Retail store scheduling for profit (2014)