ReconciliationAll reconciliation functions |
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Cross-sectional (contemporaneous) forecast reconciliation |
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Forecast reconciliation through temporal hierarchies (temporal reconciliation) |
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Optimal combination cross-temporal forecast reconciliation |
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Heuristic first-temporal-then-cross-sectional cross-temporal forecast reconciliation |
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Heuristic first-cross-sectional-then-temporal cross-temporal forecast reconciliation |
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Iterative heuristic cross-temporal forecast reconciliation |
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Bottom-up cross-temporal forecast reconciliation |
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Level conditional coherent forecast reconciliation for genuine hierarchical/grouped time series |
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Top-down forecast reconciliation for genuine hierarchical/grouped time series |
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Datasets |
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Forecast reconciliation for a simulated linearly constrained, genuine hierarchical multiple time series |
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Simple examples to compare |
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Simple examples to compare |
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Utilities |
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Commutation matrix |
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Measuring accuracy in a rolling forecast experiment |
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Shrinkage of the covariance matrix |
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Reconciled forecasts matrix/vector to time-series class |
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Cross-sectional (contemporaneous) aggregation matrix |
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Cross-sectional reconciliation tools |
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Temporal reconciliation tools |
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Cross-temporal reconciliation tools |
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Optimal cross-temporal bounds |
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Package |
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FoReco: point forecast reconciliation |