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FoReco: Forecast Reconciliation
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2023 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
Getting started
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Package details |
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| Author | Daniele Girolimetto [aut, cre, fnd] (<https://orcid.org/0000-0001-9387-1232>), Tommaso Di Fonzo [aut, fnd] (<https://orcid.org/0000-0003-3388-7827>) |
| Maintainer | Daniele Girolimetto <daniele.girolimetto@unipd.it> |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | https://github.com/daniGiro/FoReco https://danigiro.github.io/FoReco/ |
| Package repository | View on CRAN |
| Installation |
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