version 2.5.1

DESCRIPTION

@@ -1,18 +1,21 @@
 Package: smooth
 Type: Package
 Title: Forecasting Using State Space Models
-Version: 2.5.0
-Date: 2019-04-25
+Version: 2.5.1
+Date: 2019-06-13
 Authors@R: person("Ivan", "Svetunkov", email = "ivan@svetunkov.ru", role = c("aut", "cre"),
                   comment="Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK")
 URL: https://github.com/config-i1/smooth
 BugReports: https://github.com/config-i1/smooth/issues
 Language: en-GB
-Description: Functions implementing Single Source of Error state space models for purposes
-             of time series analysis and forecasting. The package includes Exponential Smoothing,
-             SARIMA, Complex Exponential Smoothing, Simple Moving Average, Vector Exponential
-             Smoothing in state space forms, several simulation functions and intermittent demand
-             state space models.
+Description: Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting.
+             The package includes Exponential Smoothing (Hyndman et al., 2008, <doi: 10.1007/978-3-540-71918-2>),
+             SARIMA (Svetunkov & Boylan, 2019 <doi: 10.1080/00207543.2019.1600764>),
+             Complex Exponential Smoothing (Svetunkov & Kourentzes, 2018, <doi: 10.13140/RG.2.2.24986.29123>),
+             Simple Moving Average (Svetunkov & Petropoulos, 2018 <doi: 10.1080/00207543.2017.1380326>),
+             Vector Exponential Smoothing (de Silva et al., 2010, <doi: 10.1177/1471082X0901000401>) in state space forms,
+             several simulation functions and intermittent demand state space models. It also allows dealing with
+             intermittent demand based on the iETS framework (Svetunkov & Boylan, 2017, <doi: 10.13140/RG.2.2.35897.06242>).
 License: GPL (>= 2)
 Depends: R (>= 3.0.2), greybox (>= 0.5.0)
 Imports: Rcpp (>= 0.12.3), stats, graphics, forecast, nloptr, utils,
@@ -23,9 +26,9 @@ VignetteBuilder: knitr
 RoxygenNote: 6.1.1
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2019-04-25 18:08:23 UTC; config
+Packaged: 2019-06-13 11:00:38 UTC; config
 Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics
     and Forecasting, Lancaster University, UK)
 Maintainer: Ivan Svetunkov <ivan@svetunkov.ru>
 Repository: CRAN
-Date/Publication: 2019-04-25 22:50:56 UTC
+Date/Publication: 2019-06-14 16:10:03 UTC

MD5

@@ -1,128 +1,129 @@
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NAMESPACE

@@ -4,6 +4,7 @@ S3method(AICc,smooth)
 S3method(AICc,vsmooth)
 S3method(BICc,smooth)
 S3method(BICc,vsmooth)
+S3method(actuals,iss)
 S3method(actuals,smooth)
 S3method(actuals,smooth.forecast)
 S3method(coef,smooth)
@@ -34,6 +35,7 @@ S3method(modelName,forecast)
 S3method(modelName,lm)
 S3method(modelName,smooth)
 S3method(modelType,default)
+S3method(modelType,ets)
 S3method(modelType,iss)
 S3method(modelType,oesg)
 S3method(modelType,smooth)

NEWS

@@ -1,3 +1,26 @@
+smooth v2.5.1 (Release data: 2019-06-13)
+==============
+
+Changes:
+* New initials for the smoothing parameters in oes(): 0.05 instead of 0.01. This should help in the optimisation.
+* oesmodel can now be set to NA / NULL, the es(), ssarima() etc will work, resetting this to the default "MNN".
+* Corrections in the vignette for oes, according to the most recent version of our paper.
+* A little bit more explanation for the es() function and references to the website.
+* Model selection is now available in the oes() function. I'd recommend sticking with pure models.
+* Renamed the fitted values for the underlying models in the oes() and oesg() into "fittedModel" (former "fittedBeta").
+* Rolling back "quiet" into "silent". The former is more difficult than the latter.
+* "data" parameter is now renamed into "y" for consistency purposes (so that the input is more similar to the functions of the forecast package).
+* "cfType" is now renamed into "loss".
+* "workFast" in auto.ssarima() and auto.msarima() is now "fast" instead.
+* "intervals" (plural) is now "interval" (singular) instead. This is needed, so that the input is consistent with predict() function.
+* "actuals" are now renamed into "y" in the output of the functions.
+* A failsafe mechanism for SSARIMA and MSARIMA for the cases, when there is no models and no constant.
+
+Bugfixes:
+* A bugfix in occurrence="d" - an error was not calculated correctly.
+* A bugfix in the model selection mechanism for oes() (the forecast was set to 10 instead of h).
+
+
 smooth v2.5.0 (Release data: 2019-04-25)
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