r-foreco 1.2.1
Propagated dependencies: r-osqp@0.6.3.3 r-matrix@1.7-4 r-lifecycle@1.0.4 r-distributional@0.5.0 r-cli@3.6.5
Channel: guix-cran
Home page: https://github.com/danigiro/FoReco
Licenses: GPL 3
Build system: r
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 packages: 1