Description Usage Arguments Value Author(s) See Also Examples
Takes forecasts of time series at all levels of temporal aggregation and combines them using the temporal hierarchical approach of Athanasopoulos et al (2016).
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forecasts 
List of forecasts. Each element must be a time series of forecasts, or a forecast object. The number of forecasts should be equal to k times the seasonal period for each series, where k is the same across all series. 
comb 
Combination method of temporal hierarchies, taking one of the following values:

mse 
A vector of onestep MSE values corresponding to each of the forecast series. 
residuals 
List of residuals corresponding to each of the forecast models.
Each element must be a time series of residuals. If 
returnall 
If 
aggregatelist 
(optional) Userselected list of forecast aggregates to consider 
List of reconciled forecasts in the same format as forecast
.
If returnall==FALSE
, only the most disaggregated series is returned.
Rob J Hyndman
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18  # Construct aggregates
aggts < tsaggregates(USAccDeaths)
# Compute forecasts
fc < list()
for(i in seq_along(aggts))
fc[[i]] < forecast(auto.arima(aggts[[i]]), h=2*frequency(aggts[[i]]))
# Reconcile forecasts
reconciled < reconcilethief(fc)
# Plot forecasts before and after reconcilation
par(mfrow=c(2,3))
for(i in seq_along(fc))
{
plot(reconciled[[i]], main=names(aggts)[i])
lines(fc[[i]]$mean, col='red')
}

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