thiefModel: Forecast ensemble using THieF

In forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Forecast ensemble using THieF

Description

Create a forecast ensemble using the theif() model

Usage

thiefModel(
  y,
  models = "aefnt",
  h = 2 * frequency(y),
  comb = c("struc", "mse", "ols", "bu", "shr", "sam"),
  verbose = FALSE
)

Arguments

y	the input time series
models	the models to use. These are specified the same way as hybridModel
h	the forecast horizon
comb	the combination method to use by thief
verbose	if TRUE, report the fitting status

Details

Use the "thief" package method for reconciling forecasts across the temporal hierarchy. The base models to be included in the ensemble are the same as those in hybridModel, but the stlm model cannot be included since it requires seasonal data.

Author(s)

David Shaub

See Also

thief

hybridModel

Examples

series <- subset(woolyrnq, end = 8)
thiefModel(series, models = "fz")

forecastHybrid documentation built on Aug. 8, 2025, 6:43 p.m.