Point Forecast Reconciliation

Provides classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures for cross-sectional, temporal, and cross-temporal linearly constrained time series.


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Reference manual

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install.packages("FoReco")

0.1.1 by Daniele Girolimetto, 3 days ago


https://github.com/daniGiro/FoReco, https://danigiro.github.io/FoReco/


Report a bug at https://github.com/daniGiro/FoReco/issues


Browse source code at https://github.com/cran/FoReco


Authors: Daniele Girolimetto [aut, cre, fnd] , Tommaso Di Fonzo [aut, fnd]


Documentation:   PDF Manual  


GPL-3 license


Imports cli, corpcor, methods, pracma

Depends on Matrix, osqp, stats

Suggests knitr, rmarkdown


See at CRAN