Forecasting Time Series by Theta Models

Routines for forecasting univariate time series using Theta Models. Contains several cross-validation routines.


Reference manual

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2.2 by Jose Augusto Fiorucci, 5 years ago

Report a bug at Send an email for with title 'forecTheta Bug'

Browse source code at

Authors: Jose Augusto Fiorucci , Francisco Louzada and Bao Yiqi

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Depends on parallel, forecast, tseries

Imported by seer.

Suggested by forecast.

See at CRAN