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forecast

swMATH ID: 4505
Software Authors: Rob J Hyndman; Slava Razbash; Drew Schmidt
Description: 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.
Homepage: http://cran.r-project.org/web/packages/forecast/
Source Code:  https://github.com/cran/forecast
Dependencies: R (≥ 2.14.0), graphics, stats, parallel, tseries, fracdiff, zoo, Rcpp (≥ 0.9.10), RcppArmadillo (≥ 0.2.35)
Related Software: Forecast; R; expsmooth; zoo; ggplot2; tseries; fpp; fda (R); vars; TSA; GitHub; Human Mortality; fpp2; astsa; MASS (R); Adam; Demography; ElemStatLearn; Rainbow; Kernlab
Cited in: 132 Publications

Standard Articles

1 Publication describing the Software Year

all top 5

Cited by 314 Authors

13 Hyndman, Rob J.
11 Shang, Han Lin
5 Athanasopoulos, George
5 Hassani, Hossein
4 Kourentzes, Nikolaos
3 Debón, Ana
3 Haberman, Steven
3 Montes, Francisco
3 Petropoulos, Fotios
3 Silva, Emmanuel Sirimal
2 Bergmeir, Christoph
2 Gencay, Ramazan
2 Golyandina, Nina
2 Huang, Jianhua Z.
2 Kalantari, Mahdi
2 Korobeynikov, Anton
2 Sala, Ramon
2 Shen, Haipeng
2 Spiliotis, Evangelos
2 Svetunkov, Ivan
2 Wang, Earo
2 Wickramasuriya, Shanika L.
2 Yarmohammadi, Masoud
1 Abolghasemi, Mahdi
1 Aghezzaf, El-Houssaine
1 Ahern, Jennifer
1 Ahmad, Subutai
1 Ahmed, Roman A.
1 Al-Douri, Yamur K.
1 Alonso, Hugo
1 Appice, Annalisa
1 Arlt, Josef
1 Arnerić, Josip
1 Asar, Ozgur
1 Ashuri, Baabak
1 Assimakopoulos, Vassilios
1 Atance, David
1 Bajalinov, Erik B.
1 Balbás, Alejandro
1 Bao, Yukun
1 Barbeito, Inés
1 Barber, Stuart
1 Barrieu, Pauline M.
1 Barrow, Devon
1 Basellini, Ugofilippo
1 Bayer, Fábio Mariano
1 Bekiros, Stelios D.
1 Ben Taieb, Souhaib
1 Benidis, Konstantinos
1 Bernardo Sánchez, Antonio
1 Bertiger, Anna S.
1 Bertschi, Ljudmila
1 Bilancia, Massimo
1 Bildosola, Iñaki
1 Bohlke-Schneider, Michael
1 Bornovalova, Marina A.
1 Boylan, John E.
1 Bozikas, Apostolos
1 Brandão, Rita Marques
1 Brunton, Steven L.
1 Cadena, Meitner
1 Camarda, Carlo Giovanni
1 Campagnoli, Patrizia
1 Cao, Ricardo
1 Cao, Wei
1 Caudle, Kyle A.
1 Cerqueira, Vitor
1 Chapados, Nicolas
1 Chen, Huijing
1 Chu, Ba
1 Cilleruelo, Ernesto
1 Cintra, Renato J.
1 Coelho, Leandro C.
1 Contreras-Reyes, Javier E.
1 Cook, Dianne
1 Cordeau, Jean-François
1 Costa, José M. J.
1 Cribari-Neto, Francisco
1 Cui, Yuwei
1 Das, Sonali
1 De Cos Juez, Francisco Javier
1 De Livera, Alysha M.
1 de Mattos Neto, Paulo S. G.
1 de Menezes, Lilian M.
1 Dellino, Gabriella
1 Deng, Yong
1 Denuit, Michel M.
1 Desmet, Bram
1 Di Gangi, Leonardo
1 Duleba, Szabolcs
1 Dutta, Bornali
1 Eckert, Florian
1 Eom, Igchun
1 Eslami, Tayyebeh
1 Fatimah, Haya
1 Fearnhead, Paul
1 Ferreira, Tiago A. E.
1 Fildes, Robert
1 Firmino, Paulo Renato Alves
1 Fleischmann, Moritz
...and 214 more Authors
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Cited in 64 Serials

18 European Journal of Operational Research
8 Insurance Mathematics & Economics
8 Journal of Applied Statistics
5 Journal of the American Statistical Association
5 Computational Statistics and Data Analysis
5 The Annals of Applied Statistics
4 Use R!
3 Physica A
3 Journal of Statistical Computation and Simulation
3 ASTIN Bulletin
3 Statistics and Computing
2 Mathematics and Computers in Simulation
2 Computers & Operations Research
2 Machine Learning
2 Economics Letters
2 Data Mining and Knowledge Discovery
2 CEJOR. Central European Journal of Operations Research
2 Scandinavian Actuarial Journal
2 Journal of Machine Learning Research (JMLR)
2 Advances in Data Analysis and Classification. ADAC
2 Algorithms
2 European Actuarial Journal
1 Journal of Computational Physics
1 Journal of the Franklin Institute
1 Mathematical Biosciences
1 Psychometrika
1 Applied Mathematics and Computation
1 Information Sciences
1 Econometric Reviews
1 International Journal of Approximate Reasoning
1 Neural Networks
1 Annals of Operations Research
1 Neural Computation
1 Computational Statistics
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Computational Optimization and Applications
1 Test
1 Computational and Applied Mathematics
1 Lifetime Data Analysis
1 Mathematical Problems in Engineering
1 Nonlinear Dynamics
1 Abstract and Applied Analysis
1 Discrete Dynamics in Nature and Society
1 International Journal of Applied Mathematics and Computer Science
1 Methodology and Computing in Applied Probability
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Decisions in Economics and Finance
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 International Journal of Pure and Applied Mathematics
1 SORT. Statistics and Operations Research Transactions
1 Thailand Statistician
1 Optimization Letters
1 Statistical Analysis and Data Mining
1 AStA. Advances in Statistical Analysis
1 Electronic Journal of Statistics
1 Journal of Computational and Graphical Statistics
1 Journal de la Société Française de Statistique
1 Croatian Operational Research Review (CRORR)
1 Journal of Time Series Econometrics
1 Epidemiologic Methods
1 JAMM. Journal of Advanced Mathematical Modeling
1 Japanese Journal of Statistics and Data Science

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