Hierarchical and Grouped Time Series
In-sample or out-of-sample accuracy measures for forecast grouped and ...
Extract selected time series from a gts object
Extract all time series from a gts object
Optimally combine forecasts from a hierarchical or grouped time series
Forecast a hierarchical or grouped time series
Create a grouped time series
Get nodes/groups from an hts/gts object
Create a hierarchical time series
Hierarchical and grouped time series
Trace minimization for hierarchical or grouped time series
Plot grouped or hierarchical time series
Summing matrix for hierarchical or grouped time series
Time window of a gts object
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>.