Reconciliation

All reconciliation functions

htsrec()

Cross-sectional (contemporaneous) forecast reconciliation

thfrec()

Forecast reconciliation through temporal hierarchies (temporal reconciliation)

octrec()

Optimal combination cross-temporal forecast reconciliation

tcsrec()

Heuristic first-temporal-then-cross-sectional cross-temporal forecast reconciliation

cstrec()

Heuristic first-cross-sectional-then-temporal cross-temporal forecast reconciliation

iterec()

Iterative heuristic cross-temporal forecast reconciliation

ctbu()

Bottom-up cross-temporal forecast reconciliation

lccrec()

Level conditional coherent forecast reconciliation for genuine hierarchical/grouped time series

tdrec()

Top-down forecast reconciliation for genuine hierarchical/grouped time series

Datasets

FoReco_data

Forecast reconciliation for a simulated linearly constrained, genuine hierarchical multiple time series

FoReco-hts

Simple examples to compare FoReco and hts packages

FoReco-thief

Simple examples to compare FoReco and thief packages

Utilities

commat()

Commutation matrix

score_index()

Measuring accuracy in a rolling forecast experiment

shrink_estim()

Shrinkage of the covariance matrix

FoReco2ts()

Reconciled forecasts matrix/vector to time-series class

Cmatrix()

Cross-sectional (contemporaneous) aggregation matrix

hts_tools()

Cross-sectional reconciliation tools

thf_tools()

Temporal reconciliation tools

ctf_tools()

Cross-temporal reconciliation tools

oct_bounds()

Optimal cross-temporal bounds

Package

FoReco-package

FoReco: point forecast reconciliation