tsintermittent: Intermittent Time Series Forecasting
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. Intermittent time series classification methods and iMAPA that uses multiple temporal aggregation levels are also provided. Empirical quantiles of the demand over the lead time are calculated from the cumulative forecast errors.
| Version: |
2.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
generics, graphics, grDevices, parallel, stats, utils |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2026-11-14 |
| DOI: |
10.32614/CRAN.package.tsintermittent |
| Author: |
Nikolaos Kourentzes
 [cre, aut],
Fotios Petropoulos
[ctb] |
| Maintainer: |
Nikolaos Kourentzes <nikolaos at kourentzes.com> |
| BugReports: |
https://github.com/trnnick/tsintermittent/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://kourentzes.com/forecasting/2014/06/23/intermittent-demand-forecasting-package-for-r/,
https://github.com/trnnick/tsintermittent |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
tsintermittent results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=tsintermittent
to link to this page.