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Statistical models underlying functions of 'smooth' package for R

Research output: Working paper

Published

Standard

Statistical models underlying functions of 'smooth' package for R. / Svetunkov, Ivan.

Lancaster : Lancaster University Management School, 2017. p. 1-52.

Research output: Working paper

Harvard

Svetunkov, I 2017 'Statistical models underlying functions of 'smooth' package for R' Lancaster University Management School, Lancaster, pp. 1-52.

APA

Svetunkov, I. (2017). Statistical models underlying functions of 'smooth' package for R. (pp. 1-52). Lancaster University Management School.

Vancouver

Svetunkov I. Statistical models underlying functions of 'smooth' package for R. Lancaster: Lancaster University Management School. 2017 Feb 28, p. 1-52.

Author

Svetunkov, Ivan. / Statistical models underlying functions of 'smooth' package for R. Lancaster : Lancaster University Management School, 2017. pp. 1-52

Bibtex

@techreport{07514276e5364b0d865dc61ab6c00e1e,
title = "Statistical models underlying functions of 'smooth' package for R",
abstract = "In this paper we describe statistical models underlying functions of “smooth” package for R and show the connection between each of the parameters in functions and variables in those models. Aside from discussing conventional state-space models, we introduce several new models and discuss their properties. This paper should be useful mainly for people who want to understand what is happening in the core of functions implemented in “smooth” package.",
keywords = "State-space models, Exponential Smoothing, ARIMA, Forecasting, R program , Statistical forecasting",
author = "Ivan Svetunkov",
year = "2017",
month = feb,
day = "28",
language = "English",
pages = "1--52",
publisher = "Lancaster University Management School",
type = "WorkingPaper",
institution = "Lancaster University Management School",

}

RIS

TY - UNPB

T1 - Statistical models underlying functions of 'smooth' package for R

AU - Svetunkov, Ivan

PY - 2017/2/28

Y1 - 2017/2/28

N2 - In this paper we describe statistical models underlying functions of “smooth” package for R and show the connection between each of the parameters in functions and variables in those models. Aside from discussing conventional state-space models, we introduce several new models and discuss their properties. This paper should be useful mainly for people who want to understand what is happening in the core of functions implemented in “smooth” package.

AB - In this paper we describe statistical models underlying functions of “smooth” package for R and show the connection between each of the parameters in functions and variables in those models. Aside from discussing conventional state-space models, we introduce several new models and discuss their properties. This paper should be useful mainly for people who want to understand what is happening in the core of functions implemented in “smooth” package.

KW - State-space models

KW - Exponential Smoothing

KW - ARIMA

KW - Forecasting

KW - R program

KW - Statistical forecasting

M3 - Working paper

SP - 1

EP - 52

BT - Statistical models underlying functions of 'smooth' package for R

PB - Lancaster University Management School

CY - Lancaster

ER -