Bayesian 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
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-29
- ERROR12 OK, 1 ERROR2026-07-27
- OK13 OK2026-06-09
Show 5 earlier changesHide 5 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-04-22
- ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 11includes a package overview page
- Examples that run
- 75%3 run in a plain check · 1 never run
- Exported functions with examples
- 50%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 18%
Also includes 17 demo scripts (run with demo())
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 0
- Median days to close, 50 most recently updated closed PRs
- 3
Stars over time
Forks over time
Issues over time
PRs over time
2 development-tooling and community-health practices detected across 1 family in the upstream repository
Checks run against github.com/cbergmeir/rlgt on 2026-10-11.
Dependencies
Installing Rlgt adds 62 packages (33 with compiled code, 51 MB of source tarballs). Heaviest: BH 14 MB, ggplot2 6.0 MB, loo 2.7 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.2-3Latest
- RR 4.5.0 released · 2025-04-11
- 0.2-2
- 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
Cite
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