Description Usage Arguments Value Author(s) References See Also Examples
Method for creating grouped time series.
1 2 3 4 5 6 |
y |
A matrix or multivariate time series contains the bottom level series. |
groups |
Group matrix indicates the group structure, with one column for
each series when completely disaggregated, and one row for each grouping of the
time series. It allows either a numerical matrix or a matrix consisting of strings
that can be used for labelling. If the argument |
gnames |
Specify the group names. |
characters |
A vector of integers, or a list containing vectors of integers,
indicating the segments in which bottom level names can be read in order to construct
the corresponding grouping matrix and its labels. A |
xts |
|
x |
|
... |
Extra arguments passed to |
object |
|
bts |
Multivariate time series contains the bottom level series |
groups |
Information about the groups of a grouped time series |
labels |
Information about the labels that are used for plotting. |
Earo Wang and Rob J Hyndman
R. J. Hyndman, R. A. Ahmed, G. Athanasopoulos and H.L. Shang (2011) Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. http://robjhyndman.com/papers/hierarchical/
hts
,
accuracy.gts
, forecast.gts
, plot.gts
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 | # Example 1 illustrating the usage of the "groups" argument
abc <- ts(5 + matrix(sort(rnorm(1600)), ncol = 16, nrow = 100))
sex <- rep(c("female", "male"), each = 8)
state <- rep(c("NSW", "VIC", "QLD", "SA", "WA", "NT", "ACT", "TAS"), 2)
gc <- rbind(sex, state) # a matrix consists of strings.
gn <- rbind(rep(1:2, each = 8), rep(1:8, 2)) # a numerical matrix
rownames(gc) <- rownames(gn) <- c("Sex", "State")
x <- gts(abc, groups = gc)
y <- gts(abc, groups = gn)
# Example 2 with two simple hierarchies (geography and product) to show the argument "characters"
bnames1 <- c("VICMelbAA", "VICMelbAB", "VICGeelAA", "VICGeelAB",
"VICMelbBA", "VICMelbBB", "VICGeelBA", "VICGeelBB",
"NSWSyndAA", "NSWSyndAB", "NSWWollAA", "NSWWollAB",
"NSWSyndBA", "NSWSyndBB", "NSWWollBA", "NSWWollBB")
bts1 <- matrix(ts(rnorm(160)), ncol = 16)
colnames(bts1) <- bnames1
x1 <- gts(bts1, characters = list(c(3, 4), c(1, 1)))
# Example 3 with a non-hierarchical grouped time series of 3 grouping variables (state, age and sex)
bnames2 <- c("VIC1F", "VIC1M", "VIC2F", "VIC2M", "VIC3F", "VIC3M",
"NSW1F", "NSW1M", "NSW2F", "NSW2M", "NSW3F", "NSW3M")
bts2 <- matrix(ts(rnorm(120)), ncol = 12)
colnames(bts2) <- bnames2
x2 <- gts(bts2, characters = c(3, 1, 1))
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