tematrix_layouts: Convert between horizon-stacked and temporal layouts

In FoReco: Forecast Reconciliation

Convert between horizon-stacked and temporal layouts

Description

These functions convert matrix between the two canonical layouts used in temporal reconciliation. Let m be the maximum temporal aggregation order and k^\ast the sum of a subset of the (p-1) proper factors of m (excluding m); let h be the forecast horizon for the lowest frequency series (e.g., most aggregated temporal forecast horizon):

• Horizon-stacked layout (temporal version): a h \times (k^\ast + m) matrix where rows are the most aggregated temporal forecast horizons, and the values in each row are ordered from the lowest frequency (most temporally aggregated) to the highest frequency.

• Temporal layout: a (h(k^\ast + m) \times 1) numeric vector where values are ordered from the lowest frequency (most temporally aggregated) to the highest frequency.

Then, as_tevector converts a (h \times (k^\ast+m)) horizon-stacked matrix to a (h(k^\ast + m) \times 1) temporal vector; as_hstack_telayout performs the inverse transform.

Usage

as_tevector(hmat, agg_order)

as_hstack_telayout(tevec, agg_order)

Arguments

hmat	A h \times (k^\ast+m) numeric matrix in horizon-stacked layout (temporal version).
agg_order	Highest available sampling frequency per seasonal cycle (max. order of temporal aggregation, m), or a vector representing a subset of p factors of m.
tevec	A (h(k^\ast + m) \times 1) numeric vector in temporal layout.

Value

as_tevector returns a (h(k^\ast + m) \times 1) numeric vector in temporal layout.

as_hstack_telayout returns a h \times (k^\ast+m) numeric matrix in horizon-stacked layout (temporal version).

See Also

Utilities: FoReco2matrix(), aggts(), as_ctmatrix(), balance_hierarchy(), commat(), csprojmat(), cstools(), ctprojmat(), cttools(), df2aggmat(), lcmat(), recoinfo(), res2matrix(), set_bounds(), shrink_estim(), shrink_oasd(), teprojmat(), tetools(), unbalance_hierarchy()

Examples

h <- 2   # horizons
m <- 4   # temporal aggregation order
kt <- tetools(m)$dim["kt"]

# Build a horizon-stacked matrix: h rows, n * k_t columns
input_te <- seq_len(h * kt)

hmat <- as_hstack_telayout(input_te, agg_order = m)
tevec <- as_tevector(hmat, agg_order = m)
# all.equal(tevec, input_te, check.attributes = FALSE)

FoReco documentation built on March 12, 2026, 5:07 p.m.