hts

Hierarchical and Grouped Time Series

CRAN Package

Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) doi:10.1016/j.csda.2011.03.006, and trace minimization reconciliation (Wickramasuriya et al. 2018) doi:10.1080/01621459.2018.1448825.


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