Intermittent Time Series Forecasting
Croston's decomposition
Moving average with Croston's method decomposition
Croston's method and variants
Wrapper to forecasts data.frames with a single call
Time series categorisation for intermittent demand
MAPA for intermittent demand data
Simple exponential smoothing
Simulator for Intermittent Demand Series
TSB (Teunter-Syntetos-Babai) method
Time series methods for intermittent demand forecasting. Includes Croston's method and its variants (Moving Average, SBA), and the TSB method. Users can obtain optimal parameters on a variety of loss functions, or use fixed ones (Kourenztes (2014) <doi:10.1016/j.ijpe.2014.06.007>). Intermittent time series classification methods and iMAPA that uses multiple temporal aggregation levels are also provided (Petropoulos & Kourenztes (2015) <doi:10.1057/jors.2014.62>).