FoReco: Forecast Reconciliation (original) (raw)
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. 2023 <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.
Version: | 1.0.0 |
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Depends: | R (≥ 3.4), Matrix |
Imports: | methods, osqp, stats, cli |
Suggests: | testthat (≥ 3.0.0) |
Published: | 2024-08-20 |
DOI: | 10.32614/CRAN.package.FoReco |
Author: | Daniele Girolimetto [aut, cre, fnd], Tommaso Di Fonzo [aut, fnd] |
Maintainer: | Daniele Girolimetto <daniele.girolimetto at unipd.it> |
BugReports: | https://github.com/daniGiro/FoReco/issues |
License: | GPL-3 |
URL: | https://github.com/daniGiro/FoReco,https://danigiro.github.io/FoReco/ |
NeedsCompilation: | no |
Citation: | FoReco citation info |
Materials: | README NEWS |
In views: | TimeSeries |
CRAN checks: | FoReco results |
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