Non linearly constrained forecast reconciliation is a a post-forecasting process aimed to improve the accuracy and align forecasts for a system of non-linearly constrained time series. The nlcReco package provides optimal combination forecast reconciliation procedures (Girolimetto et al. 2025) for multiple time series with linear and non-linear constraints in cross-sectional framework.
Installation
You can install the stable version on R CRAN (coming soon)
install.packages("nlcReco")You can also install the development version from Github
# install.packages("devtools")
devtools::install_github("danigiro/nlcReco")Issues and Contributions
If you encounter any bugs or have suggestions for improvements, please feel free to report them on GitHub Issues page. Contributions are also welcome!