Generalized Adaptive Capped Estimator
A stable, deterministic forecasting engine for weekly, monthly, quarterly, and yearly data.
GACE provides a transparent, tuning-free forecasting method based on hybrid growth signals and adaptive asymmetric caps.
It extends deterministic capped-growth forecasting to support weekly, monthly, quarterly, and yearly time series with optional seasonal scaling.
The method is designed for:
- demand forecasting
- operational forecasting
- financial and portfolio forecasting
- budgeting and scenario planning
The philosophy: Stable + Interpretable + Fast
No nonlinear optimization. No stochastic fitting. Fully deterministic.
- Supports weekly / monthly / quarterly / yearly data
- Hybrid growth signals (year-over-year, short-term, rolling, drift)
- Volatility-aware asymmetric caps
- Seasonal and non-seasonal modes
- Deterministic, extremely fast computation
- plot_gace() for visualization
- Lightweight dependencies
Install the released version from CRAN:
install.packages("GACE")library(GACE)
set.seed(1)
y <- ts(rnorm(60, mean = 100, sd = 10), frequency = 12)
fc <- gace_forecast(y, periods = 12, freq = "month")
plot_gace(fc)