FoReco1.0.0 package

Cross-temporal middle-out reconciliation

Projection matrix for optimal combination cross-temporal reconciliatio...

Optimal combination cross-temporal reconciliation

Projection matrix for optimal combination temporal reconciliation

Optimal combination temporal reconciliation

Level conditional coherent reconciliation for cross-temporal hierarchi...

Non-overlapping temporal aggregation of a time series

Aggregation matrix of a (possibly) unbalanced hierarchy in balanced fo...

Commutation matrix

Cross-sectional joint block bootstrap

Cross-sectional bottom-up reconciliation

Cross-sectional covariance matrix approximation

Level conditional coherent reconciliation for genuine hierarchical/gro...

Cross-sectional middle-out reconciliation

Projection matrix for optimal combination cross-sectional reconciliati...

Optimal combination cross-sectional reconciliation

Cross-sectional top-down reconciliation

Cross-sectional reconciliation tools

Cross-temporal joint block bootstrap

Cross-temporal bottom-up reconciliation

Cross-temporal covariance matrix approximation

Cross-temporal top-down reconciliation

Cross-temporal reconciliation tools

Cross-sectional aggregation matrix of a dataframe

FoReco: Forecast Reconciliation

Reconciled forecasts to matrix/vector

Heuristic cross-temporal reconciliation

Iterative cross-temporal reconciliation

Linear combination (aggregation) matrix for a general linearly constra...

Informations on the reconciliation process

One-step and multi-step residuals

Shrinkage of the covariance matrix

Temporal joint block bootstrap

Temporal bottom-up reconciliation

Temporal covariance matrix approximation

Level conditional coherent reconciliation for temporal hierarchies

Temporal middle-out reconciliation

Temporal top-down reconciliation

Temporal reconciliation tools

Aggregation matrix of a balanced hierarchy in (possibly) unbalanced fo...