FoReco: Forecast Reconciliation

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. 2023 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.

See also

Useful links:

• https://github.com/daniGiro/FoReco

• https://danigiro.github.io/FoReco/

• Report bugs at https://github.com/daniGiro/FoReco/issues

Author

Maintainer: Daniele Girolimetto daniele.girolimetto@unipd.it (ORCID) [funder]

Authors:

• Tommaso Di Fonzo (ORCID) [funder]