Description Usage Arguments Value Examples
Uses a simple L2 projection to reconciliate hierarchical time series forecasts.
1 | proj(preds_indiv, pred_total, weights_indiv, weight_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 |
weights_indiv |
: K-length vector with weights a_1,...,a_K for individual regions |
weight_total |
: number with weight a_* for the total consumption |
A vector with the reconciliated predictions for the individuals and the total.
1 2 3 4 |
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