• Forecast

  • Referenced in 80 articles [sw07972]
  • forecast: Forecasting functions for time series and linear models Methods and tools for displaying ... univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling...
  • forecast

  • Referenced in 110 articles [sw04505]
  • package forecast: Forecasting functions for time series and linear models , Methods and tools for displaying ... univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling...
  • EnKF

  • Referenced in 362 articles [sw02066]
  • used in realistic applications with primitive equation models for the ocean and atmosphere. A recent ... summer 2003 could have been more efficiently forecast if the EnKF had been used ... article ”Ensemble Kalman Filters Bring Weather Models Up to Date” on http://www.siam.org/siamnews/10-03/tococt03.htm This...
  • SAS/ETS

  • Referenced in 37 articles [sw24826]
  • SAS/ETS® Software: Model, forecast and simulate processes with econometric and time series analysis. Economic...
  • STAMP

  • Referenced in 43 articles [sw09536]
  • user-friendly environment for the analysis, modelling and forecasting of time series. Estimation and signal ... which enables the user to concentrate on model selection and interpretation. STAMP...
  • dlm

  • Referenced in 28 articles [sw04503]
  • Kalman filter for estimation and forecasting in dynamic linear models with known parameters, and maximum ... multivariate data. The main methods and models are illustrated with examples based on real data ... package, DIM, for inference and forecasting with dynamic linear models. The code ... State space models, dynamic linear models, state estimation and forecasting, filtering and the Kalman filter...
  • RMetrics

  • Referenced in 29 articles [sw09991]
  • Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing...
  • vars

  • Referenced in 31 articles [sw04507]
  • package vars: VAR Modelling , Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance...
  • PcGets

  • Referenced in 43 articles [sw01937]
  • range of possible models, control of collinearity, out-of-sample forecasting ability, and computational simplicity ... RETINA with PcGets, a well-known automatic modeling method proposed by D. Hendry. We point...
  • OxMetrics

  • Referenced in 12 articles [sw00664]
  • econometric analysis of time series, forecasting, financial econometric modelling, or statistical analysis of cross-section ... that can help solve your specific modelling and forecasting needs...
  • ITSM

  • Referenced in 16 articles [sw00461]
  • menu-driven software for time series modeling and forecasting. The software is not designed...
  • SsfPack

  • Referenced in 65 articles [sw09502]
  • models such as ARMA and cubic spline models in state space form. Basic functions ... standard tasks such as likelihood evaluation, forecasting and signal extraction. We show that SsfPack ... used for implementing, fitting and analysing Gaussian models relevant to many areas of econometrics...
  • CHAN4CAST

  • Referenced in 6 articles [sw08901]
  • CHAN4CAST: A Multi-Channel Multi-Region Forecasting Model and Decision Support System for Pepsico. Pepsico ... called CHAN4CAST to forecast sales for consumer packaged goods. The model decomposes sales into several ... like, decomposing sales forecasts into different channels. The model also incorporates holidays, temperature, trading ... product introductions. The model’s mean percentage forecast error for the grocery channel...
  • ftsa

  • Referenced in 8 articles [sw14707]
  • Time Series Analysis. Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series...
  • Hailfinder

  • Referenced in 20 articles [sw35867]
  • model with expert judgment, based on both experience and physical understanding, to forecast severe weather ... first such system to apply these Bayesian models in the realm of meteorology, a field ... basis of many past investigations of probabilistic forecasting. The design of Hailfinder provides a variety...
  • ARFIMA

  • Referenced in 19 articles [sw09503]
  • package for estimating, forecasting and simulating ARFIMA models: ARFIMA package...
  • CrystallBall

  • Referenced in 7 articles [sw06509]
  • leading spreadsheet-based application for predictive modeling, forecasting, simulation, and optimization. It gives you unparalleled...
  • Rugarch

  • Referenced in 31 articles [sw13784]
  • Models. ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast...
  • CALPUFF

  • Referenced in 7 articles [sw34665]
  • models, the Weather Research and Forecasting (WRF) model and the RAMS model...
  • WRF-Chem

  • Referenced in 8 articles [sw29086]
  • Chem is the Weather Research and Forecasting (WRF) model coupled with Chemistry. The model simulates...