Rlgt
0.2-3Bayesian Exponential Smoothing Models with Trend Modifications
Overview
An implementation of a number of Global Trend models for time series forecasting that are Bayesian generalizations and extensions of some Exponential Smoothing models. The main differences/additions include 1) nonlinear global trend, 2) Student-t error distribution, and 3) a function for the error size, so heteroscedasticity. The methods are particularly useful for short time series. When tested on the well-known M3 dataset, they are able to outperform all classical time series algorithms. The models are fitted with MCMC using the 'rstan' package.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-2913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-07-2712 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 5 earlier snapshots
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2211 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1810 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 18%
Downloads
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Dependencies
Code & Tests
Datasets
People & History
7 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.2-3Latest
- RR 4.5.0 released · 2025-04-11
- 0.2-22024-07-16 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.2-12023-09-16 · diff ↗
- 0.2-02023-08-30 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.1-42022-05-17 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.1-32019-06-14 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.1-22019-02-22
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2019-02-22
- Total releases
- 7 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.4.0
- Bundled data
- 10 KB / 2 files
- Download size
- 372 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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