hts: Prediction conciliation by ...n.
In gtop: Game-Theoretically OPtimal (GTOP) Reconciliation Method
Description
Usage
Arguments
Value
References
Examples
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
gtop documentation built on May 2, 2019, 6:10 a.m.
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Description Usage Arguments Value References Examples
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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