Package index • FoReco

Cross-sectional reconciliation

All the reconciliation functions for the cross-sectional framework

csbu(): Cross-sectional bottom-up reconciliation

csmo(): Cross-sectional middle-out reconciliation

cstd(): Cross-sectional top-down reconciliation

cslcc(): Level conditional coherent reconciliation for genuine hierarchical/grouped time series

csrec(): Optimal combination cross-sectional reconciliation

cssmp(): Cross-sectional probabilistic reconciliation (sample approach)

csmvn(): Cross-sectional Gaussian probabilistic reconciliation

Temporal reconciliation

All the reconciliation functions for the temporal framework

tebu(): Temporal bottom-up reconciliation

temo(): Temporal middle-out reconciliation

tetd(): Temporal top-down reconciliation

telcc(): Level conditional coherent reconciliation for temporal hierarchies

terec(): Optimal combination temporal reconciliation

tesmp(): Temporal probabilistic reconciliation (sample approach)

temvn(): Temporal Gaussian probabilistic reconciliation

Cross-temporal reconciliation

All the reconciliation functions for the cross-temporal framework

ctbu(): Cross-temporal bottom-up reconciliation

ctmo(): Cross-temporal middle-out reconciliation

cttd(): Cross-temporal top-down reconciliation

ctlcc(): Level conditional coherent reconciliation for cross-temporal hierarchies

ctrec(): Optimal combination cross-temporal reconciliation

tcsrec() cstrec(): Heuristic cross-temporal reconciliation

iterec(): Iterative cross-temporal reconciliation

ctsmp(): Cross-temporal probabilistic reconciliation (sample approach)

ctmvn(): Temporal Gaussian probabilistic reconciliation

Datasets

itagdp outside expside incside gdpconsmat: Italian Quarterly National Accounts

vndata vnaggmat: Australian Tourism Demand dataset

Reconciliation tools

Functions to compute the reconciliation matrices

cstools(): Cross-sectional reconciliation tools

csprojmat(): Projection matrix for optimal combination cross-sectional reconciliation

tetools(): Temporal reconciliation tools

teprojmat(): Projection matrix for optimal combination temporal reconciliation

cttools(): Cross-temporal reconciliation tools

ctprojmat(): Projection matrix for optimal combination cross-temporal reconciliation

Covariance estimation

Functions to compute the covariance matrix estimators

cscov(): Cross-sectional covariance matrix approximation

tecov(): Temporal covariance matrix approximation

ctcov(): Cross-temporal covariance matrix approximation

shrink_estim(): Shrinkage of the covariance matrix

shrink_oasd(): Shrinkage of the covariance matrix using the Oracle approximation

Utilities

Functions to manipulate the data and the forecasts

aggts(): Non-overlapping temporal aggregation of a time series

as_ctmatrix() as_hstack_ctlayout(): Convert between horizon-stacked and cross-temporal layouts

as_tevector() as_hstack_telayout(): Convert between horizon-stacked and temporal layouts

balance_hierarchy(): Aggregation matrix of a (possibly) unbalanced hierarchy in balanced form

commat() commat_index(): Commutation matrix

csboot(): Cross-sectional joint block bootstrap

csprojmat(): Projection matrix for optimal combination cross-sectional reconciliation

ctboot(): Cross-temporal joint block bootstrap

df2aggmat(): Cross-sectional aggregation matrix of a dataframe

FoReco2matrix(): Reconciled forecasts to matrix/vector

lcmat(): Linear combination (aggregation) matrix for a general linearly constrained multiple time series

recoinfo(): Informations on the reconciliation process

res2matrix() arrange_hres() deprecated: One-step and multi-step residuals

set_bounds(): Set bounds for bounded forecast reconciliation

teboot(): Temporal joint block bootstrap

new_foreco_info(): Low-level construction for reconcilied forecasts attribute foreco_info class

unbalance_hierarchy(): Aggregation matrix of a balanced hierarchy in (possibly) unbalanced form

Package

FoReco FoReco-package: FoReco: Forecast Reconciliation