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 <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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hts documentation built on April 4, 2020, 1:14 a.m.