FoReco-package: FoReco: Forecast Reconciliation

In FoReco: Forecast Reconciliation

FoReco: Forecast Reconciliation

Description

Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.ijforecast.2021.08.004")}) and probabilistic (Girolimetto et al. 2023 \Sexpr[results=rd]{tools:::Rd_expr_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.

Author(s)

Maintainer: Daniele Girolimetto [e-mail] (ORCID) [funder]

Authors:

• Tommaso Di Fonzo (ORCID) [funder]

See Also

Useful links:

• https://github.com/daniGiro/FoReco

• https://danigiro.github.io/FoReco/

• Report bugs at https://github.com/daniGiro/FoReco/issues

FoReco documentation built on Sept. 14, 2024, 9:07 a.m.