Chapter 2. Time series

15.1. Creating a time-series object in R

15.2. Smoothing and seasonal decomposition

15.2.1. Smoothing with simple moving averages

15.2.2. Seasonal decomposition

15.3. Exponential forecasting models

15.3.1. Simple exponential smoothing

15.3.2. Holt and Holt-Winters exponential smoothing

15.3.3. The ets() function and automated forecasting

15.4. ARIMA forecasting models

15.4.1. Prerequisite concepts

15.4.2. ARMA and ARIMA models

15.4.3. Automated ARIMA forecasting

15.5. Going further

15.6. Summary

What’s inside