hts

Hierarchical and Grouped Time Series

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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Description file content

Package
hts
Title
Hierarchical and Grouped Time Series
Version
5.1.5
Description
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) , and trace minimization reconciliation (Wickramasuriya et al. 2018) .
Depends
R (>= 3.2.0), forecast (>= 8.1)
Imports
SparseM, Matrix, matrixcalc, parallel, utils, methods, graphics, grDevices, stats
Suggests
testthat, knitr, rmarkdown
LinkingTo
Rcpp (>= 0.11.0), RcppEigen
LazyLoad
yes
LazyData
yes
ByteCompile
TRUE
URL
BugReports
https://github.com/earowang/hts/issues
License
GPL (>= 2)
VignetteBuilder
knitr
RoxygenNote
6.0.1
NeedsCompilation
yes
Packaged
2018-03-26 01:20:53 UTC; earo
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
Repository
CRAN
Date/Publication
2018-03-26 07:36:50 UTC

install.packages('hts')

5.1.5

24 days ago

http://pkg.earo.me/hts

Earo Wang

GPL (>= 2)

Depends on

R (>= 3.2.0), forecast (>= 8.1)

Imports

SparseM, Matrix, matrixcalc, parallel, utils, methods, graphics, grDevices, stats

Suggests

testthat, knitr, rmarkdown

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