About algorithms used by default in forecast and multiple variable timeseries

Machine Learning and Modeling
1

Greetings to you all!

I am recently started using R and I am looking for theorical documentation of forecasting used by library "forecast" in R to forecast a timeseries by default.

Also it will be really interesting if some of you can guide me to find the best way to forecast a time series variable which depends on other timeseries variables, multivariable timeseries.

Thanks a lot for having this great community anyway.

2

Forecasting: Principles and practice by Rob J Hyndman and George Athanasopoulos (authors of the forecast package) is freely available at the link below:

Dr Hyndman's packages (which include several for time-series forecasting) are listed here:

3 Likes
3

Thanks a lot! And any reference of multivariable time series forecasting?

4

See the further reading section in the forecasting book for some recommendations:

5

Found it! thanks for the information

6

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7

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