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:

See Also

Useful links:


[Package FoReco version 1.1.0 Index]