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Forecasting Using State Space Models

v4.4.0 · Feb 5, 2026 · LGPL-2.1

Description

Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes ADAM (Svetunkov, 2023, <https://openforecast.org/adam/>), Exponential Smoothing (Hyndman et al., 2008, <doi:10.1007/978-3-540-71918-2>), SARIMA (Svetunkov & Boylan, 2019 <doi: 10.1080/00207543.2019.1600764>), Complex Exponential Smoothing (Svetunkov & Kourentzes, 2018, <doi:10.13140/RG.2.2.24986.29123>), Simple Moving Average (Svetunkov & Petropoulos, 2018 <doi:10.1080/00207543.2017.1380326>) and several simulation functions. It also allows dealing with intermittent demand based on the iETS framework (Svetunkov & Boylan, 2019, <doi:10.13140/RG.2.2.35897.06242>).

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r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
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r-release-windows-x86_64 OK
Check details (15 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is 15.2Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    3.5Mb
    libs   9.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 15.6Mb
  sub-directories of 1Mb or more:
    R      2.1Mb
    doc    3.5Mb
    libs   9.7Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  6.5Mb
  sub-directories of 1Mb or more:
    R      1.2Mb
    doc    3.5Mb
    libs   1.5Mb
NOTE r-oldrel-windows-x86_64

package dependencies

Package suggested but not available for checking: 'doMC'
OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 15.2Mb
  sub-directories of 1Mb or more:
    R      2.0Mb
    doc    3.5Mb
    libs   9.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 15.6Mb
  sub-directories of 1Mb or more:
    R      2.1Mb
    doc    3.5Mb
    libs   9.7Mb
NOTE r-oldrel-windows-x86_64

package dependencies

Package suggested but not available for checking: 'doMC'

Reverse Dependencies (6)

depends

imports

Dependency Network

Dependencies Reverse dependencies greybox Rcpp generics pracma statmod MASS nloptr xtable zoo MAPA legion lablaster greybox healthyR.ts modeltime smooth

Version History

new 4.4.0 Mar 9, 2026