One row per catalogued method. status == "implemented" runs in this release; the rest are schema-ready roadmap entries. Query it live with model_catalog() and available_models().
Baselines and smoothing
naive, snaive, drift, mean, median, ses, holt, hw (base R), ETS and auto.arima (optional forecast package).
ARIMA and seasonal
ARIMA grid with AICc (stats), auto.arima, TBATS/BATS (forecast), Theta, trend-seasonal regression.
Intermittent demand
Croston Croston (1972), SBA Syntetos and Boylan (2005), TSB Teunter, Syntetos, and Babai (2011), ADIDA Nikolopoulos et al. (2011) — all in base R, compared head-to-head.
Volatility and multivariate (standalone modules)
sGARCH via analyze_volatility() (fitted only with ARCH evidence; Engle (1982), Bollerslev (1986)) and VAR via var_forecast() with granger_causality() (Sims (1980)).
Machine learning and neural
Temporal features + OLS/kNN (base), ridge/lasso/elastic-net (glmnet), random forest (ranger), SVR (e1071), XGBoost Chen and Guestrin (2016), MLP (nnet); LSTM/Transformer et al. probed via dl_capabilities().
Selection
Rolling-origin backtest, 13 metrics, configurable primary metric, near-tie detection, residual diagnostics, AIC/AICc/BIC. See Hyndman and Athanasopoulos (2021) for background.
References
Bollerslev, Tim. 1986. “Generalized Autoregressive Conditional Heteroskedasticity.” Journal of Econometrics.
Chen, Tianqi, and Carlos Guestrin. 2016. “XGBoost: A Scalable Tree Boosting System.” In Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining.
Croston, John D. 1972. “Forecasting and Stock Control for Intermittent Demands.” Operational Research Quarterly.
Engle, Robert F. 1982. “Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation.” Econometrica.
Hyndman, Rob J., and George Athanasopoulos. 2021.
Forecasting: Principles and Practice. 3rd ed. OTexts.
https://otexts.com/fpp3/.
Nikolopoulos, Konstantinos, Aris A. Syntetos, John E. Boylan, Fotios Petropoulos, and Vassilios Assimakopoulos. 2011. “An Aggregate-Disaggregate Intermittent Demand Approach (ADIDA) to Forecasting: An Intermittent Demand Approach.” International Journal of Production Economics.
Sims, Christopher A. 1980. “Macroeconomics and Reality.” Econometrica.
Syntetos, Aris A., and John E. Boylan. 2005. “The Accuracy of Intermittent Demand Estimates.” International Journal of Forecasting.
Teunter, Ruud H., Aris A. Syntetos, and M. Zied Babai. 2011. “Intermittent Demand: Linking Forecasting to Inventory Obsolescence.” International Journal of Production Economics.