NEWS.md

In hts: Hierarchical and Grouped Time Series

hts 6.0.2

• Removed dependency on matrixcalc

hts 6.0.1

• Fixed bug in forecast(nonnegative = TRUE) for erroring "object not found". (#58, @apantovic)

hts 6.0.0

• Added the support for non-negative forecast reconciliation. (@ShanikaLW)
• Officially retired in favour of fable.
• Depended on forecast (>= v8.12) due to the change in accuracy() signature.
• Fixed bug in forecast(weights = "wls") for removing the squared root, as it's been done in following functions.

hts 5.1.5

• Fixed hts authorship in the DESCRIPTION file
• Updated reference
• Replaced rBind with rbind due to Matrix new release
• Depends on R (>= 3.2.0)

hts 5.1.4

• The hts and gts don't actually fit into mts, ts and matrix classes, and hence mts, ts and matrix classes are dropped.
• Added helper functions get_nodes for hts and get_groups for gts.
• Fixed forecast(method = "tdfp", h = 1) issue (#32).
• Fixed forecast(FUN = hybridModel) when newxreg is present (#28).

hts 5.1.0

• Earo Wang took over maintenance of the package from Rob J Hyndman.
• Replaced ChangeLog with a NEWS.md file to track changes to the package.
• Used roxygen2 to generate and manage reference. Thanks to Yihui's Rd2roxygen package for hassle-free conversion.
• Enabled pkgdown support.
• Allowed more control of colour in plot.gts (Thanks to @ellisp for the pull request #25).
• Exported the is.hts and is.gts functions (as per #29).
• Registered accurary as an S3 method from forecast::accuracy.

hts 5.0

• Added mint option in forecast.gts (written by Shanika Wickramasuriya)
• Allowed arbitrary ordering of bottom level time series in hts()
• Added QR decomposition if LU decomposition fails
• Bug fixes

hts 4.5

• Fixed bugs in accuracy.gts().
• Fixed bug in forecast.gts() detecting the right default forecasting horizon.
• Fixed bug in gts() for a gts with one grouping variable.
• Speeded up Smatrix().
• Make SparseM package as dependency.
• Better handle missing values.
• Speeded up combinef() for Alan's algorithm.
• Added 3 new algorithms to the optimally reconciled approach.
• Fixed bug in forecast.gts() when using external regressors with parallel.
• Fixed time attributes of fitted and residual series.

hts 4.4

• Allowed multiple seasonal objects "msts" in hts() and gts().
• Fixed bug of MASE in accuracy.gts().
• Allowed user's defined forecasting function in forecast.gts().

hts 4.3

• Fixed bug of the arg "include" in plot.gts, when there are not yearly data.
• Fixed bug in combinef(), when it handles a simple hierarchy with 2 levels.
• Improved arg "characters" in hts() to automate the node structure.
• Added a new arg "characters" in gts(), which will automate the grouping matrix.
• Added a new reference to combinef() man.
• Made 'sd' the default weight in forecast.gts().

hts 4.2

• Fixed Next.Generic error in accuracy.gts.
• Adjust weights = sd.

hts 4.1

• Set the default parallel processes to 2.
• Fixed three dots in parallel computing for forecast.gts.
• Speeded up the topdown approaches.

hts 4.0

• Speeded up all existing functions.
• Restructured hts function. Argument g is replaced with nodes. Added bnames and characters to allow custom names.
• Added argument gnames to gts function.
• Argument groups in gts function allows the gmatrix with characters.
• Added function aggts in which users can specify whatever levels they like.
• Renamed Smatrix to smatrix.
• Added summary.gts function.
• Added more arguments to forecast.gts such as keep.fitted, keep.resid, lambda, weights.
• When setting method = "mo" in forecasts.gts, argument level started with 0 rather than 1.
• Import parallel package in order to support for parallel processing.
• Added more criterions to accuracy.gts function. When keep.fitted = TRUE in forecast.gts function, accuracy.gts can also return in-sample error measures at the bottom level.
• Dropped argument criterions in accuracy.gts function.
• Added argument weights to combinef function. When it's a hts object, argument nodes is used instead of the summing matrix.
• combinef function returns either a gts object or time series at the bottom level. Dropped arguments return and hierarchical.
• Argument levels in plot.gts function allows more flexibilities.

hts 3.01

• Added the infantgts data
• Added the vignette

hts 3.00

• Restructured gts objects and dropped hts objects. A flag indicates if gts is hierarchical.
• gts objects can now contain forecasts as well as historical data.
• Updated plot.gts function with an option to show historical data as well as forecasts
• Added the window.gts function
• Moved SparseM from Depends to Imports

hts 2.02

• Bug fixes to cope with much bigger hierarchies

hts 2.01

• Changed hierarchical naming convention to allow much bigger hierarchies.

hts 2.0

• Added grouped time series (gts) objects, and re-wrote many functions in order to handle them.
• hts objects are now a subset of gts objects.
• Some old hts methods have been replaced by gts methods.
• Rob J Hyndman took over maintenance of the package from Han Lin Shang

hts documentation built on May 30, 2021, 9:06 a.m.