Open Forecasting

Menu

Skip to content
  • Home
  • Package smooth for R
    • About adam() function
    • About es() function
    • Common parameters
  • Package greybox for R
  • Theory of forecasting
    • Forecast evaluation
  • ADAM
  • SBA
  • About

stories

The Long and Winding Road: The Story of Complex Exponential Smoothing

02.08.202219.09.2023 2 Comments

About the paper. Disclaimer The idea of using complex variables in modelling and forecasting was originally proposed by my father, Sergey Svetunkov. Based on that, we developed several models, which were then used in some of our research. We worked together in this direction and published several articles in Russian. My father even published a […]

  • РусскийРусский

Blog

  • smooth & greybox under LGPLv2.1
  • iETS: State space model for intermittent demand forecasting
  • Multi-step Estimators and Shrinkage Effect in Time Series Models
  • John E. Boylan
  • Story of “Probabilistic forecasting of hourly emergency department arrivals”

Tags

ADAM AI and ML analytics ARIMA bla-bla-bla CES complex variables conferences English error measures ETS extrapolation methods greybox GUM hierarchies intermittent demand ISF ISMS LaTeX Marketing stuff multivariate models non-intermittent data OR papers personal PhD presentations programming R regression SMA smooth statistics stories theory useR!

Comments

  • Ivan Svetunkov on smooth v3.2.0: what’s new?
  • Mark Neal on smooth v3.2.0: what’s new?
  • Selcuk Disci on smooth v3.2.0: what’s new?
  • Ivan Svetunkov on Smooth forecasting with the smooth package in R
  • Trevi on Smooth forecasting with the smooth package in R

RSS RBloggers feed

  • nimbleHMC version 0.2.0 released, providing improved HMC performance 20.09.2023
  • Rugby World Cup explainer using data 20.09.2023
  • Mastering Data Visualization in R: Plotting Predicted Values with the mtcars Dataset 20.09.2023
  • A Continental Movement: LatinR Event is Face-to-Face in Montevideo, Uruguay This Year 19.09.2023
  • Season 10 is now included in {alone} v0.3 19.09.2023

Categories

Blog Authors

Ivan Svetunkov
  • Home
  • Using R
  • About
Рейтинг@Mail.ru