Intermittent Time Series Forecasting

Time series methods for intermittent demand forecasting. Includes Croston's method and its variants (Moving Average, SBA), and the TSB method. Users can obtain optimal parameters on a variety of loss functions, or use fixed ones (Kourenztes (2014) ). Intermittent time series classification methods and iMAPA that uses multiple temporal aggregation levels are also provided (Petropoulos & Kourenztes (2015) ).

Intermittent demand forecasting package for R (tsintermittent)

Development repository for the tsintermittent package for R. Stable version can be found at: https://cran.r-project.org/web/packages/tstinermittent/index.html

Functions and wrappers for producing intermittent demand forecasts for R.

To install use:

if (!require("devtools")){install.packages("devtools")}

devtools::install_github("trnnick/tsintermittent")

Happy forecasting!