thiefModel: Forecast ensemble using THieF
In forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Description Usage Arguments Details Author(s) See Also Examples

Create a forecast ensemble using the theif() model

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

`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

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.

David Shaub

thief

hybridModel