smooth package has reached version 3.2.0 and is now on CRAN. While the version change from 3.1.7 to 3.2.0 looks small, this has introduced several substantial changes and represents a first step in moving to the new C++ code in the core of the functions. In this short post, I will outline the main new […]
ADAM
ISF2022: How to make ETS work with ARIMA
This time ISF took place in Oxford. I acted as a programme chair of the event and was quite busy with schedule and some other minor organisational things, but I still found time to present something new. Specifically, I talked about one specific part of ADAM, the part implementing ETS+ARIMA. The idea is that the […]
The first draft of “Forecasting and Analytics with ADAM”
After working on this for more than a year, I have finally prepared the first draft of my online monograph “Forecasting and Analytics with ADAM“. This is a monograph on the model that unites ETS, ARIMA and regression and introduces advanced features in univariate modelling, including: ETS in a new State Space form; ARIMA in […]
ISF2021: How to Make Multiplicative ETS Work for You
This year International Symposium on Forecasting was held online, although Centre for Marketing Analytics and Forecasting of Lancaster University had their own hub, where we would come and watch presentations together and even present to the others. I presented on the topic of Multiplicative ETS, based on this chapter of the ADAM textbook and on […]
After the creation of ADAM: smooth v3.1.0
Since the previous post on “The Creation of ADAM“, I had difficulties finding time to code anything, but I still managed to fix some bugs, implement a couple of features and make changes, important enough to call the next version of package smooth “3.1.0”. Here is what’s new: A new algorithm for ARIMA order selection […]