foreco-class: FoReco Reconciliation Class

In FoReco: Forecast Reconciliation

FoReco Reconciliation Class

Description

The foreco class represents reconciled forecasts produced by the FoReco package. It extends a numeric matrix, vector, or distributional object with additional attributes that store metadata about the reconciliation procedure (framework, function used, forecast type, and other reconciliation-specific information). The class provides dedicated methods for printing, summarising, extracting components and visualising reconciled forecasts.

Usage

new_foreco_class(reco, framework, rfun, rtype, rinfo = NULL, nninfo = NULL)

## S3 method for class 'foreco'
summary(object, keep_forecasts = TRUE, ...)

## S3 method for class 'summary_foreco'
print(x, n_row = 4L, n_col = 6L, ...)

## S3 method for class 'foreco'
print(x, n_row = NULL, n_col = NULL, ...)

## S3 method for class 'foreco'
plot(x, cs = NULL, te = 1, alpha = 0.95, ...)

## S3 method for class 'foreco'
components(
  object,
  cs = NULL,
  te = NULL,
  keep_names = FALSE,
  temporal_names = NULL,
  simplify = FALSE,
  ...
)

drop_foreco_class(x)

Arguments

reco	A numeric matrix/vector (when rtype = "point") or a distributional object (when rtype = "probabilistic").
framework	A character string identifying the reconciliation framework. Must be one of "cross-sectional", "temporal", or "cross-temporal".
rfun	A character scalar with the name of the FoReco function that produced the reconciled forecasts (e.g. "csrec", "terec", "ctrec").
rtype	A character string indicating the type of reconciled forecasts. Must be one of "point" or "probabilistic".
rinfo	An optional named list with additional reconciliation information (e.g. covariance approximation comb, machine-learning approach ml, non-negativity flag nn, cross-sectional size cs_n, temporal aggregation set te_set, forecast horizon forecast_horizon, level-conditional reconciled forecasts lcc).
nninfo	An optional matrix with information about the non-negativity procedure applied during reconciliation. Stored as the info field of the "FoReco" attribute.
keep_forecasts	Logical; if TRUE (the default), the reconciled forecasts are stored in the rf element of the returned summary_foreco object (and therefore printed at the end of the summary). Set to FALSE to obtain a lighter summary object that omits them.
...	Additional arguments passed to the underlying methods (e.g. print()).
x, object	An object of class foreco.
n_row, n_col	Integers giving the maximum number of rows and columns to display when printing. If NULL (the default) all rows/columns are shown. When the matrix is truncated, a summary line reports how many rows and columns have been omitted.
cs	Optional integer vector selecting the cross-sectional series to keep. If NULL (the default) all series are returned.
te	Optional vector (numeric or character) selecting the temporal aggregation orders to keep, matched against the elements of te_set. If NULL (the default) all orders are returned.
alpha	Nominal coverage of the prediction interval drawn by plot.foreco() for probabilistic forecasts. Defaults to 0.95.
keep_names	Logical. If TRUE, the row/column names of the reconciled forecasts are preserved in the output of components.foreco(). Defaults to FALSE.
temporal_names	Optional character vector of labels for the temporal aggregation orders returned by components.foreco(). Its length must match the number of returned orders, otherwise a warning is emitted and the default "k-..." labels are used.
simplify	Logical. If TRUE and the result consists of a single component, the underlying object (a matrix or vector) is returned directly instead of being wrapped in a named list of length one. If FALSE (default), the output is always a named list.

Details

new_foreco_class() is the low-level constructor. It is exported so that companion packages can produce objects that integrate with FoReco's print(), summary(), plot() and components() methods.

plot.foreco() draws the reconciled forecasts as line/point plots. For probabilistic forecasts (rtype = "probabilistic") it also overlays a shaded central ⁠alpha * 100%⁠ prediction interval, built from the (1 - alpha)/2 and 1 - (1 - alpha)/2 quantiles of the distributional object; the median is shown as a dashed line and the interval limits as dotted lines.

Value

A foreco object extending the reconciled forecasts/distributions with reconciliation metadata.

components.foreco() returns a named list of reconciled forecasts split by temporal aggregation order. For the cross-sectional framework the list has a single element "k-1".

Examples

set.seed(123)
# Aggregation matrix for Z = X + Y
A   <- t(c(1, 1))
bts <- matrix(rnorm(6, mean = 10), 3, 2)
reco <- csbu(base = bts, agg_mat = A)

# Print and summarise the reconciled forecasts
print(reco)
print(reco, n_row = 2, n_col = 2)
summary(reco)
summary(reco, keep_forecasts = FALSE)

# Extract reconciled forecasts by temporal aggregation order
components(reco)

# Remove the foreco class
drop_foreco_class(reco)

FoReco documentation built on June 22, 2026, 9:08 a.m.