Software and packages


The FoReco (Forecast Reconciliation) package is designed for point forecast reconciliation, a post-forecasting process aimed to improve the accuracy of the base forecasts for a system of linearly constrained (e.g. hierarchical/grouped) time series. It offers classical (bottom-up and top-down), and modern (optimal and heuristic combination) forecast reconciliation procedures for cross-sectional, temporal, and cross-temporal linearly constrained time series.

Authors:   Daniele Girolimetto , Tommaso Di Fonzo
Status: Active development
Links: [doc] [cran] [github]
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