hts: Hierarchical and Grouped Time Series

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Methods for analysing and forecasting hierarchical and grouped time series.

Author
Rob J Hyndman, Earo Wang, Alan Lee, Shanika Wickramasuriya
Date of publication
2016-04-06 09:43:10
Maintainer
Rob J Hyndman <Rob.Hyndman@monash.edu>
License
GPL (>= 2)
Version
5.0

View on CRAN

Man pages

accuracy.gts
In-sample or out-of-sample accuracy measures for forecast...
aggts
Extract selected time series from a gts object
allts
Extract all time series from a gts object
combinef
Optimally combine forecasts from a hierarchical or grouped...
forecast.gts
Forecast a hierarchical or grouped time series
gts
Create a grouped time series
hts
Create a hierarchical time series
htseg1
Simple examples of hierarchical time series.
hts-package
Hierarchical and grouped time series
infantgts
Regional infant mortality counts across Australia from 1933...
MinT
Trace minimization for hierarchical or grouped time series
plot.gts
Plot grouped or hierarchical time series
smatrix
Summing matrix for hierarchical or grouped time series
window.gts
Time window of a gts object

Files in this package

hts
hts/inst
hts/inst/docs
hts/inst/docs/hts.pdf
hts/inst/doc
hts/inst/doc/hts.pdf
hts/inst/doc/hts.Rnw
hts/tests
hts/tests/testthat.R
hts/tests/testthat
hts/tests/testthat/test-combinef.R
hts/tests/testthat/test-gts.R
hts/tests/testthat/test-hts.R
hts/tests/testthat/test-aggts.R
hts/tests/testthat/test-smatrix.R
hts/tests/testthat/test-forecast.R
hts/src
hts/src/Makevars
hts/src/cgm_RcppEigen.cpp
hts/src/Makevars.win
hts/src/RcppExports.cpp
hts/NAMESPACE
hts/demo
hts/demo/htseg1.R
hts/demo/infantgts.R
hts/demo/htseg2.R
hts/demo/00Index
hts/data
hts/data/htseg1.rda
hts/data/infantgts.rda
hts/data/htseg2.rda
hts/R
hts/R/recursive.R
hts/R/middleout.R
hts/R/smatrix.R
hts/R/hts.R
hts/R/accuracy.gts.R
hts/R/summary.gts.R
hts/R/topdown.R
hts/R/combineg.R
hts/R/MinT.R
hts/R/combinef.R
hts/R/RcppExports.R
hts/R/forecast.gts.R
hts/R/tracemin.R
hts/R/gts.R
hts/R/plot.gts.R
hts/R/aggts.R
hts/R/window.gts.R
hts/vignettes
hts/vignettes/hts.Rnw
hts/vignettes/hts.bib
hts/vignettes/forecasthts.pdf
hts/vignettes/hts_plot.pdf
hts/README.md
hts/MD5
hts/build
hts/build/vignette.rds
hts/DESCRIPTION
hts/ChangeLog
hts/man
hts/man/plot.gts.Rd
hts/man/allts.Rd
hts/man/MinT.Rd
hts/man/hts-package.Rd
hts/man/window.gts.Rd
hts/man/aggts.Rd
hts/man/infantgts.Rd
hts/man/hts.Rd
hts/man/accuracy.gts.Rd
hts/man/gts.Rd
hts/man/htseg1.Rd
hts/man/smatrix.Rd
hts/man/combinef.Rd
hts/man/forecast.gts.Rd