Nothing
FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series
Methods and tools designed to improve the forecast accuracy for a linearly constrained multiple time series, while fulfilling the linear/aggregation relationships linking the components (Girolimetto and Di Fonzo, 2024 <doi:10.48550/arXiv.2412.03429>). 'FoCo2' offers multi-task forecast combination and reconciliation approaches leveraging input from multiple forecasting models or experts and ensuring that the resulting forecasts satisfy specified linear constraints. In addition, linear inequality constraints (e.g., non-negativity of the forecasts) can be imposed, if needed.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Daniele Girolimetto [aut, cre, fnd, cph] (ORCID: <https://orcid.org/0000-0001-9387-1232>), Tommaso Di Fonzo [aut, fnd] (ORCID: <https://orcid.org/0000-0003-3388-7827>) |
| Maintainer | Daniele Girolimetto <daniele.girolimetto@unipd.it> |
| License | GPL (>= 3) |
| Version | 0.1.2 |
| URL | https://github.com/danigiro/FoCo2/ https://danigiro.github.io/FoCo2/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the FoCo2 package in your browser
Any scripts or data that you put into this service are public.
