Single source of error based state space models (exponential smoothing) including the power MAM model, normalized seasonality and ability to include regressors in the observation equation. Part of a unified time series framework using methods and classes from tsmethods. Estimation supports automatic differentiation via the TMB package.
Since v.1.9.0, missing values are automatically handled via the prediction/update step during estimation.
For installation instructions and vignettes for tsmodels packages, see https://tsmodels.github.io/.