ETS model for time series forecasting in Java I am trying to develop a time series forecasting model in Java.
Is there any reliable guide explaining the ETS model algorithm in detail?
I am not able to find any existing reliable java API for ETS model.
P.S. : my knowledge in statistics is very limited. Pardon me if this is a very naive question.
 A: The References section of the help page for the ets() function in the forecast package for R lists a few papers and one textbook:


*

*Hyndman, R.J., Koehler, A.B., Snyder, R.D., and Grose, S. (2002)
 "A state space framework for automatic forecasting using
 exponential smoothing methods", International J. Forecasting,
 18(3), 439-454.

*Hyndman, R.J., Akram, Md., and Archibald, B. (2008) "The
 admissible parameter space for exponential smoothing models".
 Annals of Statistical Mathematics, 60(2), 407-426.

*Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008)
 Forecasting with exponential smoothing: the state space
 approach, Springer-Verlag. URL:
 http://www.exponentialsmoothing.net.
In addition, I would recommend looking through Rob Hyndman's blog Hyndsight, where he often discusses new releases of the forecast package and any changes. For instance, one relatively recent release removed multiplicative trends. More information can be found in the NEWS file for the forecast package.
And finally, you can always dig through the source code. (However, please respect the GPL-3 license the package is under.)
