Exponential smoothing and Theta

Toolset tsforecast_smoothing: 2 tools.

Tool	What it does	Notes
`tsforecast_ets`	Fits exponential-smoothing models to one series (y) or every series of a panel (data): automatic ETS (error/trend/season components and damping chosen by AICc, or given as e.g. MAM), Holt, Holt-Winters, simple and seasonal exponential smoothing (given or fitted alpha) and complex exponential smoothing.
`tsforecast_theta`	Fits Theta-method models to one series (y) or every series of a panel (data): standard Theta (theta = 2), optimized Theta, the dynamic variants and AutoTheta (best of the four by in-sample error), after a classical multiplicative or additive deseasonalization when the series is seasonal.

Inputs, limits and outputs are described in Fincept TS Forecast. Full schemas: fincept_describe_tool.