README.md

In leyi3270/rhts: Refined Hierarchical and Grouped Time Series

rhts

refined hierarchical and grouped time series

Use C++ and RcppArmadillo to improve the speed performance of hts, which provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation and trace minimization reconciliation.

You can use files in ./tests to test our program.

leyi3270/rhts documentation built on Jan. 10, 2022, 12:37 a.m.