Automatic Time Series Forecasting with Ata Method in R: ATAforecasting Package

Abstract:

Ata method is a new univariate time series forecasting method that provides innovative solutions to issues faced during the initialization and optimization stages of existing methods. The Ata method’s forecasting performance is superior to existing methods in terms of easy implementation and accurate forecasting. It can be applied to non-seasonal or deseasonalized time series, where

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Published

Dec. 14, 2021

Received

Jan 15, 2021

DOI

10.32614/RJ-2021-101

Volume

Pages

13/2

507 - 541

CRAN packages used

ATAforecasting, forecast, stats, stlplus, stR, tsibbledata, ucra, tseries, seasonal, Rcpp, RcppArmadillo, urca, uroot, xts, timeSeries, TSA, Mcomp, fable.ata, fabletools, fable

CRAN Task Views implied by cited packages

TimeSeries, Econometrics, Finance, MissingData, Environmetrics, NumericalMathematics, HighPerformanceComputing, OfficialStatistics, SpatioTemporal

Footnotes

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    Citation

    For attribution, please cite this work as

    Taylan, et al., "The R Journal: Automatic Time Series Forecasting with Ata Method in R: ATAforecasting Package", The R Journal, 2021

    BibTeX citation

    @article{RJ-2021-101,
      author = {Taylan, Ali Sabri and Yapar, Güçkan and Selamlar, Hanife Taylan},
      title = {The R Journal: Automatic Time Series Forecasting with Ata Method in R: ATAforecasting Package},
      journal = {The R Journal},
      year = {2021},
      note = {https://doi.org/10.32614/RJ-2021-101},
      doi = {10.32614/RJ-2021-101},
      volume = {13},
      issue = {2},
      issn = {2073-4859},
      pages = {507-541}
    }