Releases: robjhyndman/forecast
Releases · robjhyndman/forecast
forecast 9.0.0
- ets() now allows missing values in the time series (#952)
- Added mean_model() and forecast.mean_model()
- Added rw_model() and forecast.rw_model() (m-muecke, #969)
- Added spline_model() and forecast.spline_model() (#1013)
- Added theta_model() and forecast.theta_model() (#1014)
- Added croston_model() and forecast.croston_model() (#1015)
- Added simulated and bootstrapped prediction intervals to more models (#1040)
- Added parallelization for nnetar (m-muecke, #346)
- More consistent handling of biasadj across models
- accuracy() rewritten to use S3 methods for models and remove accuracy.default() (#912)
- Bug fixes and performance improvements
- Documentation improvements
forecast 8.24.0
- Documentation improvements
- Bug fixes
forecast 8.23.0
forecast 8.22.0
forecast 8.21.1
- nnetar now allows p or P to be 0
- Bug fixes and improved docs
CRAN 8.21
v8.21 Updated docs
CRAN 8.19
- Bug fixes
CRAN 8.18
- Updated RW forecasts to use an unbiased estimate of sigma2
- Bug fixes
CRAN v8.17
Updated CRAN submission date
CRAN v8.16
- Fixed
tslm()incorrectly applying Box-Cox transformations when anmts
is provided to thedataargument (#886). - Set D=0 when auto.arima applied to series with 2m observations or fewer.
- Improved performance of parallel search of ARIMA models (jonlachmann, #891).
- Fixed scoping of functions used in
ggAcf()(#896). - Fixed checks on xreg in
simulate.Arima()(#818) - Improved docs and bug fixes.