FoReco-package {FoReco} | R Documentation |
FoReco: Forecast Reconciliation
Description
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 doi:10.1016/j.ijforecast.2021.08.004) and probabilistic (Girolimetto et al. 2024 doi:10.1016/j.ijforecast.2023.10.003) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
Author(s)
Maintainer: Daniele Girolimetto daniele.girolimetto@unipd.it (ORCID) [funder]
Authors:
Tommaso Di Fonzo (ORCID) [funder]
See Also
Useful links:
Report bugs at https://github.com/danigiro/FoReco/issues
[Package FoReco version 1.1.0 Index]