hts_reconciliation: Hierarchical time-series reconciliation

In camroach87/gefcom2017: Functions for GEFCOM 2017

Description

Function to reconcile time-series forecasts. Returns reconciled forecasts using four methods: optimal (summing matrix), mean, median and residual variance.

Usage

hts_reconciliation(fcsts, S, W_mean, W_median, W_res_var,
  prediction_col = "Prediction", variable_cols = c("Simulation", "ts",
  "Date", "Hour"), zone_cols = c("TOTAL", "ME", "NH", "VT", "CT", "RI",
  "MASS", "SEMASS", "WCMASS", "NEMASSBOST"))

Arguments

fcsts	forecast data frame.
S	summing matrix.
variable_cols	variable column. Columns that provide a unique identifier for each time-series forecast.
zone_cols	zones of the hierarchy. Need to be in the same order as for the summing matrix.

camroach87/gefcom2017 documentation built on March 21, 2020, 11:46 p.m.