forecTheta: Forecasting Time Series by Theta Models

Routines for forecasting univariate time series using Theta Models. Contains several cross-validation routines.

Version: 2.1
Depends: R (≥ 2.0), parallel, forecast
Published: 2016-03-07
Author: Jose Augusto Fiorucci, Francisco Louzada and Bao Yiqi
Maintainer: Jose Augusto Fiorucci <jafiorucci at gmail.com>
BugReports: Send an email for <jafiorucci@gmail.com> with title 'forecTheta Bug'
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://arxiv.org/abs/1503.03529
NeedsCompilation: no
Materials: ChangeLog
In views: TimeSeries
CRAN checks: forecTheta results

Downloads:

Reference manual: forecTheta.pdf
Package source: forecTheta_2.1.tar.gz
Windows binaries: r-devel: forecTheta_2.0.zip, r-release: forecTheta_2.0.zip, r-oldrel: forecTheta_2.0.zip
OS X Snow Leopard binaries: r-release: forecTheta_2.0.tgz, r-oldrel: forecTheta_1.0.tgz
OS X Mavericks binaries: r-release: forecTheta_2.0.tgz
Old sources: forecTheta archive