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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 |
| Reference manual: | hts.pdf |
| Package source: | hts_6.0.3.tar.gz |
| Windows binaries: | r-devel: hts_6.0.3.zip, r-release: hts_6.0.3.zip, r-oldrel: hts_6.0.3.zip |
| macOS binaries: | r-release (arm64): hts_6.0.3.tgz, r-oldrel (arm64): hts_6.0.3.tgz, r-release (x86_64): hts_6.0.3.tgz, r-oldrel (x86_64): hts_6.0.3.tgz |
| Old sources: | hts archive |
| Reverse imports: | finnts, thief |
| Reverse suggests: | corset |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.