Description Usage Arguments Value Author(s) References See Also Examples
Method for creating hierarchical time series.
1 2 3 4 5 6 7 8 9 
y 
A matrix or multivariate time series contain the bottom level series. 
nodes 
A list contains the number of child nodes associated with each
level, which indicates the hierarchical structure. The default is a simple
hierarchy with only 2 levels (i.e. total and bottom). If the argument

bnames 
The names of the bottom time series. 
characters 
Integers indicate the segments in which the bottom level
names can be read in order to construct the corresponding node structure and
its labels. For instance, suppose one of the bottom series is named
"VICMelb" referring to the city of Melbourne within the state of Victoria.
Then 
xts 

x 

... 
Extra arguments passed to 
object 

bts 
Multivariate time series containing the bottom level series 
nodes 
Information about the nodes of a hierarchical 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/
gts
, accuracy.gts
,
forecast.gts
, plot.gts
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16  # Example 1
# The hierarchical structure looks like 2 child nodes associated with level 1,
# which are followed by 3 and 2 subchild nodes respectively at level 2.
nodes < list(2, c(3, 2))
abc < ts(5 + matrix(sort(rnorm(500)), ncol = 5, nrow = 100))
x < hts(abc, nodes)
# Example 2
# Suppose we've got the bottom names that can be useful for constructing the node
# structure and the labels at higher levels. We need to specify how to split them
# in the argument "characters".
library(hts)
abc < ts(5 + matrix(sort(rnorm(1000)), ncol = 10, nrow = 100))
colnames(abc) < c("A10A", "A10B", "A10C", "A20A", "A20B",
"B30A", "B30B", "B30C", "B40A", "B40B")
y < hts(abc, characters = c(1, 2, 1))

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