Forecast Reconciliation

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Documentation for package ‘FoReco’ version 0.2.6

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FoReco-package FoReco: forecast reconciliation
agg_ts Non-overlapping temporal aggregation of a time series
arrange_hres Re-arrange the multi-step residuals
boot_cs Cross-sectional Joint Bootstrap
boot_ct Cross-temporal Joint Bootstrap
boot_te Temporal Joint Bootstrap
Cmatrix Cross-sectional (contemporaneous) aggregation matrix
commat Commutation matrix
cstrec Heuristic first-cross-sectional-then-temporal cross-temporal forecast reconciliation
ctbu Bottom-up cross-temporal forecast reconciliation
ctf_tools Cross-temporal reconciliation tools
FoReco-hts Simple examples to compare 'FoReco' and 'hts' packages
FoReco-thief Simple examples to compare 'FoReco' and 'thief' packages
FoReco2matrix Reconciled forecasts matrix/vector to time-series class
FoReco2ts Reconciled forecasts matrix/vector to time-series class
FoReco_data Forecast reconciliation for a simulated linearly constrained, genuine hierarchical multiple time series
htsrec Cross-sectional (contemporaneous) forecast reconciliation
hts_tools Cross-sectional reconciliation tools
iterec Iterative heuristic cross-temporal forecast reconciliation
lccrec Level conditional coherent forecast reconciliation for genuine hierarchical/grouped time series
lcmat Linear Combination Matrix for a general linearly constrained multiple time series
octrec Optimal combination cross-temporal forecast reconciliation
oct_bounds Optimal cross-temporal bounds
residuals_matrix Arrange temporal and cross-temporal residuals in a matrix form
score_index Measuring accuracy in a rolling forecast experiment
shrink_estim Shrinkage of the covariance matrix
tcsrec Heuristic first-temporal-then-cross-sectional cross-temporal forecast reconciliation
tdrec Top-down forecast reconciliation for genuine hierarchical/grouped time series
thfrec Forecast reconciliation through temporal hierarchies (temporal reconciliation)
thf_tools Temporal reconciliation tools