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

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

Ali Sabri Taylan , Güçkan Yapar , Hanife Taylan Selamlar
2021-12-15

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

Reuse

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Citation

For attribution, please cite this work as

Taylan, et al., "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 = {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}
}