FoReco: Forecast Reconciliation

Classical (bottom-up and top-down), optimal and heuristic combination forecast point (Di Fonzo and Girolimetto, 2023) <doi:10.1016/j.ijforecast.2021.08.004> and probabilistic (Girolimetto et al. 2023) <arXiv:2303.17277> reconciliation procedures for cross-sectional, temporal, and cross-temporal linearly constrained time series.

Package details

AuthorDaniele Girolimetto [aut, cre, fnd] (<>), Tommaso Di Fonzo [aut, fnd] (<>)
MaintainerDaniele Girolimetto <>
Package repositoryView on CRAN
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FoReco documentation built on May 31, 2023, 5:17 p.m.