robjhyndman/hts: Hierarchical and Grouped Time Series

Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) <doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation (Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version6.0.2
URL https://pkg.earo.me/hts/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("robjhyndman/hts")
robjhyndman/hts documentation built on Nov. 24, 2021, 6:21 p.m.