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hts

swMATH ID: 31355
Software Authors: Rob Hyndman, Alan Lee, Earo Wang, Shanika Wickramasuriya
Description: R package 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>.
Homepage: https://cran.r-project.org/web/packages/hts/index.html
Dependencies: R
Related Software: Forecast; forecast; tsfeatures; catch22; fpp3; FFORMA; XGBoost; Kernlab; Rugarch; expsmooth; SparseM; SPARSKIT; LSQR; PRMLT; R
Referenced in: 5 Publications

Referencing Publications by Year