tetools: Temporal reconciliation tools

In FoReco: Forecast Reconciliation

Temporal reconciliation tools

Description

Some useful tools for forecast reconciliation through temporal hierarchies.

Usage

tetools(agg_order, fh = 1, tew = "sum", sparse = TRUE)

Arguments

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.
fh	Forecast horizon for the lowest frequency (most temporally aggregated) time series (default is 1).
tew	A string specifying the type of temporal aggregation. Options include: "sum" (simple summation, default), "avg" (average), "first" (first value of the period), and "last" (last value of the period).
sparse	Option to return sparse matrices (default is TRUE).

Value

A list with five elements:

dim	A vector containing information about the maximum aggregation order (m), the number of factor (p), the partial (ks) and total sum (kt) of factors.
set	The vector of the temporal aggregation orders (in decreasing order).
agg_mat	The temporal linear combination or aggregation matrix.
strc_mat	The temporal structural matrix.
cons_mat	The temporal zero constraints matrix.

See Also

Temporal framework: teboot(), tebu(), tecov(), telcc(), temo(), terec(), tetd()

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

Examples

# Temporal framework (quarterly data)
obj <- tetools(agg_order = 4, sparse = FALSE)

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