Description Usage Arguments Value References Examples
Uses a simple L2 projection to reconciliate hierarchical time series forecasts.
1 | hts(preds_indiv, pred_total)
|
preds_indiv |
: K-length vector with predictions ybar_1,...,ybar_K for individual regions |
pred_total |
: number with prediction ybar_* for the total consumption |
A vector with the reconciliated predictions for the individuals and the total.
Hydman et al. (xxx)
1 2 |
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