Man pages for FoReco
Forecast Reconciliation

aggtsNon-overlapping temporal aggregation of a time series
balance_hierarchyAggregation matrix of a (possibly) unbalanced hierarchy in...
commatCommutation matrix
csbootCross-sectional joint block bootstrap
csbuCross-sectional bottom-up reconciliation
cscovCross-sectional covariance matrix approximation
cslccLevel conditional coherent reconciliation for genuine...
csmoCross-sectional middle-out reconciliation
csprojmatProjection matrix for optimal combination cross-sectional...
csrecOptimal combination cross-sectional reconciliation
cstdCross-sectional top-down reconciliation
cstoolsCross-sectional reconciliation tools
ctbootCross-temporal joint block bootstrap
ctbuCross-temporal bottom-up reconciliation
ctcovCross-temporal covariance matrix approximation
ctlccLevel conditional coherent reconciliation for cross-temporal...
ctmoCross-temporal middle-out reconciliation
ctprojmatProjection matrix for optimal combination cross-temporal...
ctrecOptimal combination cross-temporal reconciliation
cttdCross-temporal top-down reconciliation
cttoolsCross-temporal reconciliation tools
df2aggmatCross-sectional aggregation matrix of a dataframe
FoReco2matrixReconciled forecasts to matrix/vector
FoReco-packageFoReco: Forecast Reconciliation
heuristic-recoHeuristic cross-temporal reconciliation
itagdpItalian Quarterly National Accounts
iterecIterative cross-temporal reconciliation
lcmatLinear combination (aggregation) matrix for a general...
recoinfoInformations on the reconciliation process
residualsOne-step and multi-step residuals
shrink_estimShrinkage of the covariance matrix
tebootTemporal joint block bootstrap
tebuTemporal bottom-up reconciliation
tecovTemporal covariance matrix approximation
telccLevel conditional coherent reconciliation for temporal...
temoTemporal middle-out reconciliation
teprojmatProjection matrix for optimal combination temporal...
terecOptimal combination temporal reconciliation
tetdTemporal top-down reconciliation
tetoolsTemporal reconciliation tools
unbalance_hierarchyAggregation matrix of a balanced hierarchy in (possibly)...
vndataAustralian Tourism Demand dataset
FoReco documentation built on Sept. 14, 2024, 9:07 a.m.