| Name : R-Rlgt
| |
| Version : 0.2.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.1.1
| Date : 2024-09-18 08:16:06
|
| Group : Development/Libraries/Other
| Source RPM : R-Rlgt-0.2.2-lp154.1.1.src.rpm
|
| Size : 11.35 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Bayesian Exponential Smoothing Models with Trend Modifications
|
Description :
An implementation of a number of Global Trend models for time series
forecasting that are Bayesian generalizations and extensions of some
Exponential Smoothing models. The main differences/additions include 1)
nonlinear global trend, 2) Student-t error distribution, and 3) a
function for the error size, so heteroscedasticity. The methods are
particularly useful for short time series. When tested on the
well-known M3 dataset, they are able to outperform all classical time
series algorithms. The models are fitted with MCMC using the \'rstan\'
package.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
