FoRecoML: Forecast Reconciliation with Machine Learning

Nonlinear forecast reconciliation with machine learning in cross-sectional (Spiliotis et al. 2021 <doi:10.1016/j.asoc.2021.107756>), temporal, and cross-temporal (Rombouts et al. 2024 <doi:10.1016/j.ijforecast.2024.05.008>) frameworks.

Package details

AuthorDaniele Girolimetto [aut, cre] (ORCID: <https://orcid.org/0000-0001-9387-1232>), Yangzhuoran Fin Yang [aut] (ORCID: <https://orcid.org/0000-0002-1232-8017>), Jeroen Rombouts [aut] (ORCID: <https://orcid.org/0000-0003-2255-4875>), Ines Wilms [aut] (ORCID: <https://orcid.org/0000-0003-3269-4601>)
MaintainerDaniele Girolimetto <daniele.girolimetto@unipd.it>
LicenseGPL (>= 3)
Version1.1.1
URL https://github.com/danigiro/FoRecoML https://danigiro.github.io/FoRecoML/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FoRecoML")

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FoRecoML documentation built on July 10, 2026, 1:08 a.m.