Sthief: Temporal hierarchy S matrix
In tsutils: Time Series Exploration, Modelling and Forecasting
Sthief R Documentation
Temporal hierarchy S matrix
Description
Calculate the temporal hierarchy summing matrix S for a given time series of seasonal periodicity.
Usage
Sthief(y)
Arguments
y
input time series (a ts object) or an integer.
Value
S matrix.
Author(s)
Nikolaos Kourentzes, nikolaos@kourentzes.com.
References
Athanasopoulos, G., Hyndman, R. J., Kourentzes, N., & Petropoulos, F. (2017). Forecasting with temporal hierarchies. European Journal of Operational Research, 262(1), 60-74.
Examples
Sthief(AirPassengers)
tsutils documentation built on Nov. 15, 2023, 1:08 a.m.
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| Sthief | R Documentation |
Temporal hierarchy S matrix
Description
Calculate the temporal hierarchy summing matrix S for a given time series of seasonal periodicity.
Usage
Sthief(y)
Arguments
y |
input time series (a |
Value
S matrix.
Author(s)
Nikolaos Kourentzes, nikolaos@kourentzes.com.
References
Athanasopoulos, G., Hyndman, R. J., Kourentzes, N., & Petropoulos, F. (2017). Forecasting with temporal hierarchies. European Journal of Operational Research, 262(1), 60-74.
Examples
Sthief(AirPassengers)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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