hts: Hierarchical and Grouped Time Series

Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) <doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation (Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.

Package details

AuthorRob Hyndman [aut] (Package creator), Alan Lee [aut] (Fast computation using recursive methods), Earo Wang [aut, cre], Shanika Wickramasuriya [aut] (Reconciliation via trace minimization)
MaintainerEaro Wang <[email protected]>
LicenseGPL (>= 2)
Version5.1.5
URL http://pkg.earo.me/hts
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hts")

Try the hts package in your browser

Any scripts or data that you put into this service are public.

hts documentation built on April 1, 2018, 12:09 p.m.