hts: Prediction conciliation by ...n.

Description

Uses a simple L2 projection to reconciliate hierarchical time series forecasts.

Usage

1
hts(preds_indiv, pred_total)

Arguments

preds_indiv

: K-length vector with predictions ybar_1,...,ybar_K for individual regions

pred_total

: number with prediction ybar_* for the total consumption

Value

A vector with the reconciliated predictions for the individuals and the total.

References

Hydman et al. (2011)

Examples

1
2
K <- 5
hts(preds_indiv = rep(0, K), 1)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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