NA

Software

Our R Packages

Packages maintained by Centre for Marketing Analytics and Forecasting members:

  • greybox

    Functions and instruments for regression model building and its application for forecasting.

  • smooth

    Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting.

  • diffusion

    Various diffusion models to forecast new product growth.

  • legion

    Functions implementing multivariate state space models for purposes of time series analysis and forecasting.

  • tsutils

    Various tools useful for time series analysis and forecasting.

Features

greybox package

greybox is the R package that is developed for marketing analytics and for forecasting using regression models.

It includes a variety of analytical tools: spread(), assoc() and others). They allow measuring and visualising associations between variables of different types.

alm() function implements regression with a variety of distributions and focuses on forecasting.

stepwise() function implements a trace forward stepwise selection based on information criteria.

lmcombine() produces regression models combined from a pool of models via AIC weights.

Read more about greybox at Open Forecasting and the Comprehensive R Archive Network.

The package is maintained by Ivan Svetunkov.

To install the package, run this command in R:

install.packages("greybox")

smooth package

The package implements Single Source of Error state space models, which are used in forecasting. This includes:

  • ETS in es() and adam()
  • ETSX in es() and adam()
  • ETS for intermittend demand via adam()
  • ARIMA via ssarima() and adam()
  • Multiple seasonal ETS via adam()
  • Multiple seasonal ARIMA via msarima(), auto.msarima() and adam()
  • Complex Exponential Smoothing via ces()
  • ADAM
  • Classical seasonal decomposition for multiple seasonal series
  • Simple Moving Average
  • Functions to simulate data from ETS, ARIMA, CES, SMA and other models.

Read more at Open Forecasting and the Comprehensive R Archive Network.

The package is maintained by Ivan Svetunkov.

To install the package, run this command in R:

install.packages("smooth")

legion package

The package legion implements multivariate models in Single Source of Error state space framework. It currently has the following models:

  • ves() - Vector Exponential Smoothing, supporting a variety of options for persistence, transition and measurement matrices;
  • vets() - Vector ETS, supporting pure additive and pure multiplicative models with PIC restriction;
  • auto.ves() and auto.vets() - functions for automatic selection of VES/VETS components.
  • sim.ves() - function simulations data based on VES model.

The package is maintained by Ivan Svetunkov and Kandrika Pritularga.

To install the package, run this command in R:

install.packages("legion")

diffusion package

Package implements various diffusion models to forecast new product growth. It currently supports:

  • Bass model,
  • Gompertz model,
  • Gamma/Shifted Gompertz model,
  • Norton-Bass model

The package is maintained by Oliver Schaer.

To install the package, run this command in R:

install.packages("diffusion")

tsutils package

Package implements a variety of tools useful for time series analysis and for forecasting.

  • abc(), xyz() and abcxyz() - functions helping in categorising products by their profitability and predictability,
  • decomp() - function for classical time series decomposition with additional features,
  • nemenyi() - function for statistical comparison of performance of different forecasting techniques,
  • seasplot() - seasonal plots with advanced functionality, supporting a variety of plotting capabilities and time series components tests,
  • theta() - forecasting method by Assimakopoulos & Nikolopoulos (2000), implemented in their original formulation.

The package is maintained by Nikolaos Kourentzes, professor at University of Skövde, Sweden.

To install the package, run this command in R:

install.packages("tsutils")

Behind the scenes

People behind the Centre for Marketing Analytics and Forecasting packages:

Frequently Asked Questions

Accordion

Software surveys

Our Centre has conducted surveys tracking the situation in the marketing of Forecasting Software. These surveys were published in Operational Research and the Management Sciences (ORMS) Today magazine:

Grow with us
Work with us
Services