We provide an outlier robust alternative of the function ets() in the 'forecast' package of Hyndman and Khandakar (2008)<doi:10.18637/jss.v027.i03>. 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)<doi:10.13140/RG.2.2.11791.18080>.
| Version: | 1.1 |
| Depends: | R (≥ 3.1.1) |
| Imports: | Rcpp (≥ 0.12.2), forecast |
| LinkingTo: | Rcpp |
| Published: | 2016-11-24 |
| Author: | Ruben Crevits [aut, cre] |
| Maintainer: | Ruben Crevits <ruben.crevits at kuleuven.be> |
| BugReports: | https://github.com/RubenCrevits/robets/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://github.com/RubenCrevits/robets |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | robets results |
| Reference manual: | robets.pdf |
| Package source: | robets_1.1.tar.gz |
| Windows binaries: | r-devel: robets_1.1.zip, r-release: robets_1.1.zip, r-oldrel: robets_1.1.zip |
| OS X Mavericks binaries: | r-release: robets_1.1.tgz, r-oldrel: robets_1.1.tgz |
| Old sources: | robets archive |
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