bayesRecon
Probabilistic Reconciliation via Conditioning
Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021)
- Version0.3.2
- R version≥ 4.1.0
- LicenseLGPL (≥ 3)
- Needs compilation?No
- Last release11/04/2024
Documentation
- VignetteProbabilistic Reconciliation via Conditioning with 'bayesRecon'
- Vignettesource
- VignetteR code
- VignetteReconciliation of M5 hierarchy with mixed-type forecasts
- Vignettesource
- VignetteR code
- VignetteProperties of the reconciled distribution via conditioning
- Vignettesource
- VignetteR code
- MaterialREADME
- MaterialNEWS
- In ViewsTimeSeries
Team
Dario Azzimonti
Nicolò Rubattu
Lorenzo Zambon
Giorgio Corani
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- Depends1 package
- Imports2 packages
- Suggests6 packages