reconcile: Forecast reconciliation

In fabletools: Core Tools for Packages in the 'fable' Framework

Forecast reconciliation

Description

This function allows you to specify the method used to reconcile forecasts in accordance with its key structure.

Usage

reconcile(.data, ...)

## S3 method for class 'mdl_df'
reconcile(.data, ...)

Arguments

.data	A mable.
...	Reconciliation methods applied to model columns within .data.

Examples

library(fable)
lung_deaths_agg <- as_tsibble(cbind(mdeaths, fdeaths)) %>%
  aggregate_key(key, value = sum(value))

lung_deaths_agg %>%
  model(lm = TSLM(value ~ trend() + season())) %>%
  reconcile(lm = min_trace(lm)) %>% 
  forecast()

fabletools documentation built on Oct. 12, 2023, 1:07 a.m.