hts

MaRDI QIDQ43066swMATHCRANFDO

Authors Earo Wang, Rob Hyndman, Alan Lee, Shanika Wickramasuriya

Last update 30 July 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 6.0.2, PACKAGES.rds, 1.0, 1.1, 1.2, 1.3, 1.4, 2.0, 2.01, 2.02, 3.00, 3.01, 3.03, 4.0, 4.1, 4.2, 4.3, 4.4, 4.5, 5.0, 5.1.0, 5.1.4, 5.1.5, 6.0.0, 6.0.1, 6.0.3

Official website https://cran.r-project.org/web/packages/hts/index.html

Source code repository https://github.com/cran/hts

Description

Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) <doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation (Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.

Cites work

• Optimal combination forecasts for hierarchical time series
• Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization

Cited in

(13)

• nnfor
• tsfeatures
• fpp3
• tsfknn
• gtop
• A Bayesian framework for large-scale geo-demand estimation in on-line retailing
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• CHAN4CAST
• Model selection in reconciling hierarchical time series
• Analyzing mortality bond indexes via hierarchical forecast reconciliation
• Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
• thief
• finnts

This page was built for software: hts