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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 |
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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@phd.unipd.it> |
| License | GPL-3 |
| Version | 0.2.6 |
| URL | https://github.com/daniGiro/FoReco https://danigiro.github.io/FoReco/ |
| Package repository | View on CRAN |
| Installation |
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