expsmooth swMATH ID: 11122 Software Authors: Hyndman, R. J.; Koehler, Anne B.; Ord, J. Keith; Snyder, Ralph D. Description: R package expsmooth: Data Sets from ”Forecasting with Exponential Smoothing”. Data sets from the book ”Forecasting with exponential smoothing: the state space approach” by Hyndman, Koehler, Ord and Snyder (Springer, 2008). Forecasting with exponential smoothing. The state space approach. Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures for model selection. In this book, all of the important results for this framework are brought together in a coherent manner with consistent notation. In addition, many new results and extensions are introduced and several application areas are examined in detail. Homepage: http://cran.r-project.org/web/packages/expsmooth/index.html Source Code: https://github.com/cran/expsmooth Dependencies: R Keywords: time series; innovations state space models Related Software: forecast; Forecast; R; fda (R); Rainbow; GitHub; fpp2; DeepAR; COUNT; caret; MASS (R); fpp; Human Mortality; SparseM; ftsa; UG; COR@L; MIPLIB2003; ParaSCIP; MIPLIB Cited in: 44 Publications all top 5 Cited by 98 Authors 9 Hyndman, Rob J. 3 Kourentzes, Nikolaos 3 Shang, Han Lin 3 Snyder, Ralph D. 2 Athanasopoulos, George 2 Bergmeir, Christoph 2 Bermúdez, José D. 2 Ord, J. Keith 2 Taylor, James W. 2 Vercher, Enriqueta 1 Alonso, Hugo 1 Anderson, Daniel M. 1 Arnerić, Josip 1 Barrow, Devon 1 Bayer, Fábio Mariano 1 Bernardi, Mauro 1 Capar, Sedat 1 Casarin, Roberto 1 Chapados, Nicolas 1 Chung, Ray S. W. 1 Cintra, Renato J. 1 Coelho, Leandro C. 1 Corberán-Vallet, Ana 1 Cordeau, Jean-François 1 Cordeiro, Clara 1 Cribari-Neto, Francisco 1 Crone, Sven F. 1 De Livera, Alysha M. 1 de Menezes, Lilian M. 1 de Silva, Ashton 1 Ernst, Jakob 1 Feindt, Michael 1 Fildes, Robert 1 Fleischmann, Moritz 1 Ganas, Ioannis 1 Guns, Tias 1 Hendel, Gregor 1 Hernandez, Cesar A. 1 Huber, Jakob 1 Jeon, Jooyoung 1 Joliveau, Marc 1 Kerzel, Ulrich 1 Koehler, Anne B. 1 Koo, Bonsoo 1 Kosiorowski, Daniel 1 Laporte, Gilbert 1 Lau, Ada 1 Le Bodic, Pierre 1 L’Ecuyer, Pierre 1 Lee, Alan J. 1 Lindström, Erik 1 Madsen, Henrik O. 1 McSharry, Patrick E. 1 Müller, Sebastian 1 Neves, Manuela 1 Nikolakopoulos, Athanassios 1 Nikolopoulos, Konstantinos 1 Nystrup, Peter 1 Ortiz, Jorge Eduardo 1 Paez, Ingrid P. 1 Papacharalampous, Georgia 1 Pedraza, Luis F. 1 Pennings, Clint L. P. 1 Pesaran, M. Hashem 1 Petitjean, François 1 Petrella, Lea 1 Petropoulos, Fotios 1 Pfetsch, Marc E. 1 Pick, Andreas 1 Pinson, Pierre 1 Pranovich, Mikhail 1 Proietti, Tommaso 1 Puindi, António Casimiro 1 Rendon-Sanchez, Juan F. 1 Rodriguez-Colina, E. 1 Rousseau, Louis-Martin 1 Rubio, Abel 1 Segura, José Vicente 1 Selamlar, Hanife Taylan 1 Silva, Isabel 1 Silva, Maria Eduarda 1 Singhal, Trapti 1 So, Mike K. P. 1 Stemmer, Daniel 1 Stuckenschmidt, Heiner 1 Syntetos, Aris A. 1 Tan, Chang Wei 1 Tyralis, Hristos 1 Van Belle, Jente 1 Van Dalen, Jan 1 Verbeke, Wouter 1 Wang, Earo 1 Webb, Geoffrey I. 1 Wick, Felix 1 Wolf, Moritz 1 Yager, Ronald R. 1 Yapar, Guckan 1 Yavuz, Idil all top 5 Cited in 30 Serials 11 European Journal of Operational Research 3 Computational Statistics and Data Analysis 2 Journal of Applied Statistics 2 Algorithms 1 Information Sciences 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Journal of the Operational Research Society 1 Mathematics and Computers in Simulation 1 Econometric Reviews 1 Computers & Operations Research 1 International Journal of Approximate Reasoning 1 Journal of Statistical Computation and Simulation 1 Journal of Mathematical Sciences (New York) 1 Top 1 INFORMS Journal on Computing 1 Australian & New Zealand Journal of Statistics 1 Data Mining and Knowledge Discovery 1 CEJOR. Central European Journal of Operations Research 1 Discussiones Mathematicae. Probability and Statistics 1 Statistical Modelling 1 Hacettepe Journal of Mathematics and Statistics 1 Statistical Methods and Applications 1 Journal of the Korean Statistical Society 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 Croatian Operational Research Review (CRORR) 1 Bayesian Analysis 1 Springer Series in Statistics 1 SN Operations Research Forum all top 5 Cited in 8 Fields 38 Statistics (62-XX) 10 Operations research, mathematical programming (90-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 4 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Probability theory and stochastic processes (60-XX) Citations by Year