Forecast swMATH ID: 7972 Software Authors: Rob J Hyndman; George Athanasopoulos, Slava Razbash, Drew Schmidt, Zhenyu Zhou, Yousaf Khan, Christoph Bergmeir, Earo Wang Description: 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/index.html Source Code: https://github.com/cran/Forecast Dependencies: R Related Software: forecast; R; expsmooth; fpp; GitHub; fda (R); ElemStatLearn; Rainbow; CaterpillarSSA; Human Mortality; fpp2; TSA; Adam; XGBoost; hts; MASS (R); glmnet; tsfeatures; FFORMA; Kernlab Cited in: 117 Publications all top 5 Cited by 278 Authors 13 Hyndman, Rob J. 10 Shang, Han Lin 5 Athanasopoulos, George 4 Hassani, Hossein 4 Kourentzes, Nikolaos 3 Haberman, Steven 3 Petropoulos, Fotios 3 Silva, Emmanuel Sirimal 2 Atance, David 2 Bergmeir, Christoph 2 Debón, Ana 2 Gencay, Ramazan 2 Montes, Francisco 2 Navarro, Eliseo 2 Spiliotis, Evangelos 2 Svetunkov, Ivan 2 Wang, Earo 2 Wickramasuriya, Shanika L. 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 Atomsa, Gemechu Abdisa 1 Bajalinov, Erik B. 1 Balbás, Alejandro 1 Bao, Yukun 1 Barbeito, Inés 1 Barber, Stuart 1 Barrieu, Pauline M. 1 Barrow, Devon 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 Cadena, Meitner 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 Cordeiro, Clara 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 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 1 Firmino, Paulo Renato Alves 1 Fleischmann, Moritz 1 Frey, Micheal R. 1 García-Díaz, J. Carlos 1 Garechana, Gaizka 1 Ghodsi, Mansi 1 Ghodsi, Zara 1 Goel, Anubha 1 Goin, Dana E. 1 Golyandina, Nina 1 Guillen, Montserrat ...and 178 more Authors all top 5 Cited in 61 Serials 18 European Journal of Operational Research 8 Journal of Applied Statistics 6 Insurance Mathematics & Economics 5 Journal of the American Statistical Association 5 Computational Statistics and Data Analysis 3 ASTIN Bulletin 3 Statistics and Computing 2 Physica A 2 Mathematics and Computers in Simulation 2 Computers & Operations Research 2 Machine Learning 2 Economics Letters 2 Journal of Statistical Computation and Simulation 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 2 European Actuarial Journal 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 Mathematical Problems in Engineering 1 Nonlinear Dynamics 1 Abstract and Applied Analysis 1 Data Mining and Knowledge Discovery 1 Discrete Dynamics in Nature and Society 1 International Journal of Applied Mathematics and Computer Science 1 Methodology and Computing in Applied Probability 1 Discussiones Mathematicae. Probability and Statistics 1 Brazilian Journal of Probability and Statistics 1 Quantitative Finance 1 Decisions in Economics and Finance 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 The Annals of Applied Statistics 1 Journal of Computational and Graphical Statistics 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 93 Statistics (62-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Operations research, mathematical programming (90-XX) 12 Computer science (68-XX) 7 Numerical analysis (65-XX) 4 Probability theory and stochastic processes (60-XX) 4 Geophysics (86-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Combinatorics (05-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 Dynamical systems and ergodic theory (37-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