Package: hts 6.0.3
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>.
Authors:
hts_6.0.3.tar.gz
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hts_6.0.3.tgz(r-4.4-x86_64)hts_6.0.3.tgz(r-4.4-arm64)hts_6.0.3.tgz(r-4.3-x86_64)hts_6.0.3.tgz(r-4.3-arm64)
hts_6.0.3.tar.gz(r-4.5-noble)hts_6.0.3.tar.gz(r-4.4-noble)
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hts.pdf |hts.html✨
hts/json (API)
NEWS
# Install 'hts' in R: |
install.packages('hts', repos = c('https://robjhyndman.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/earowang/hts/issues
Last updated 4 months agofrom:1408ab2c5c. Checks:OK: 9. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 28 2024 |
R-4.5-win-x86_64 | OK | Oct 28 2024 |
R-4.5-linux-x86_64 | OK | Oct 28 2024 |
R-4.4-win-x86_64 | OK | Oct 28 2024 |
R-4.4-mac-x86_64 | OK | Oct 28 2024 |
R-4.4-mac-aarch64 | OK | Oct 28 2024 |
R-4.3-win-x86_64 | OK | Oct 28 2024 |
R-4.3-mac-x86_64 | OK | Oct 28 2024 |
R-4.3-mac-aarch64 | OK | Oct 28 2024 |
Exports:accuracy.gtsaggtsalltscombinefforecast.gtsget_groupsget_nodesgtshtsis.gtsis.htsMinTplot.gtsprint.gtsprint.htssmatrixsummary.gtssummary.hts
Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadilloRcppEigenrlangscalesSparseMtibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Hierarchical and grouped time series | hts-package |
In-sample or out-of-sample accuracy measures for forecast grouped and hierarchical model | accuracy.gts |
Extract selected time series from a gts object | aggts |
Extract all time series from a gts object | allts |
Optimally combine forecasts from a hierarchical or grouped time series | combinef |
Forecast a hierarchical or grouped time series | forecast.gts forecast.hts |
Get nodes/groups from an hts/gts object | get_groups get_nodes |
Create a grouped time series | gts is.gts print.gts summary.gts |
Create a hierarchical time series | hts is.hts print.hts summary.hts |
Simple examples of hierarchical time series. | htseg1 htseg2 |
Regional infant mortality counts across Australia from 1933 to 2003. | infantgts |
Trace minimization for hierarchical or grouped time series | MinT |
Plot grouped or hierarchical time series | plot.gts |
Summing matrix for hierarchical or grouped time series | smatrix |
Time window of a gts object | window.gts |