r-foreco 1.1.0
Channel: guix-cran
Home page: https://github.com/danigiro/FoReco
Licenses: GPL 3
Synopsis: Forecast Reconciliation
Description:
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2024 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
Total results: 2