Archive for the ‘Software’ Category:


hts: An R package for forecasting hierarchical or grouped time series

Rob J Hyndman, George Athanasopoulos and Han Lin Shang The new version of the hts package (v3.01) has a vignette.

 

fpp package for R

Published on 5 June 2011 in Software

The fpp package for R provides all data sets required for the examples and exercises in the book Forecasting: principles and practice by Rob J Hyndman and George Athanasopoulos. All packages required to run the examples are also loaded.

 

demography: Forecasting mortality, fertility, migration and population data

Published on 13 August 2010 in Software

The demography package for R contains functions for various demographic analyses. It provides facilities for demographic statistics, modelling and forecasting. In particular, it implements lifetable calculations; Lee-Carter modelling and variants; functional data analysis of mortality rates, fertility rates, net migration numbers; and stochastic population forecasting. Examples funcfor.R: analysis from Hyndman and Ullah (2005) adelaide.R: analysis from a talk given to the Australian Population Network in Adelaide, November 2004. Other shorter examples are given in the help files. Extra data are available in the addb package. The latest (beta) version is on github which is normally slightly ahead of the CRAN version

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hts package for R

Published on 22 March 2010 in Software

The hts package provides methods for analysing and forecasting hierarchical time series.

 

ftsa package for R

Published on 13 September 2009 in Software

The ftsa package provides tools for modelling and forecasting functional time series.