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; vars; fpp; fda (R); Human Mortality; TSA; GitHub; fpp2; astsa; StMoMo; MASS (R); Adam; Demography; ElemStatLearn; Rainbow Cited in: 136 Publications Standard Articles 1 Publication describing the Software Year all top 5 Cited by 316 Authors 13 Hyndman, Rob J. 11 Shang, Han Lin 5 Athanasopoulos, George 5 Hassani, Hossein 4 Haberman, Steven 4 Kourentzes, Nikolaos 3 Debón, Ana 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 Atomsa, Gemechu Abdisa 1 Bajalinov, Erik B. 1 Bajekal, Madhavi 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 Bernardo Sánchez, Antonio 1 Bertiger, Anna S. 1 Bertschi, Ljudmila 1 Bilancia, Massimo 1 Bildosola, Iñaki 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 Djeundje, Viani Biatat 1 Dubin, Joel A. 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 ...and 216 more Authors all top 5 Cited in 66 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 5 Use R! 3 Physica A 3 Journal of Statistical Computation and Simulation 3 ASTIN Bulletin 3 European Actuarial Journal 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 Advances in Data Analysis and Classification. ADAC 2 Electronic Journal of Statistics 2 Algorithms 1 The American Statistician 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 Journal of Machine Learning Research (JMLR) 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 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 1 Statistical Theory and Related Fields all top 5 Cited in 15 Fields 109 Statistics (62-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Operations research, mathematical programming (90-XX) 15 Computer science (68-XX) 7 Numerical analysis (65-XX) 5 Geophysics (86-XX) 4 Probability theory and stochastic processes (60-XX) 4 Biology and other natural sciences (92-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Combinatorics (05-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Sequences, series, summability (40-XX) 1 Mechanics of particles and systems (70-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year