hts (Q43066)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Hierarchical and Grouped Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | hts |
Hierarchical and Grouped Time Series |
Statements
expanded from: GPL (≥ 2) (English)
0 references
Rob Hyndman
0 references
Alan Lee
0 references
Shanika Wickramasuriya
0 references
30 July 2024
0 references
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>.
0 references
Identifiers
0 references
