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>.
| Version: |
6.0.3 |
| Depends: |
R (≥ 3.2.0), forecast (≥ 8.12) |
| Imports: |
SparseM, Matrix, parallel, utils, methods, graphics, grDevices, stats |
| LinkingTo: |
Rcpp (≥ 0.11.0), RcppEigen |
| Suggests: |
testthat, rmarkdown, covr |
| Published: |
2024-07-30 |
| DOI: |
10.32614/CRAN.package.hts |
| Author: |
Rob Hyndman [aut] (Package creator),
Alan Lee [aut] (Fast computation using recursive methods),
Earo Wang [aut, cre],
Shanika Wickramasuriya [aut] (Reconciliation via trace minimization) |
| Maintainer: |
Earo Wang <earo.wang at gmail.com> |
| BugReports: |
https://github.com/earowang/hts/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://pkg.earo.me/hts/ |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
hts results |