Temporal hierarchical forecasting
Description
Takes a time series as input and produces forecasts using the temporal hierarchical approach of Athanasopoulos et al (2016).
Usage
1 2 3 
Arguments
y 
Time series input 
m 
Seasonal period 
h 
Forecast horizon 
comb 
Combination method of temporal hierarchies, taking one of the following values:

usemodel 
Model used for forecasting each aggregation level:

forecastfunction 
Userdefined function to be used instead of 
... 
Arguments to be passed to the time series modelling function
(such as 
Details
This function computes the temporal aggregates of y
using
tsaggregates
, then calculates all forecasts using the model function
specified by usemodel
or forecastfunction
, and finally reconciles the
forecasts using reconcilethief
. The reconciled forecasts of y
are returned.
Value
forecast object.
Author(s)
Rob J Hyndman and Nikolaos Kourentzes
See Also
reconcilethief
Examples
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