Point Forecast Reconciliation

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Documentation for package ‘FoReco’ version 0.2.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

FoReco-package	FoReco: point forecast reconciliation
Cmatrix	Cross-sectional (contemporaneous) aggregation matrix
commat	Commutation matrix
cstrec	Heuristic first-cross-sectional-then-temporal cross-temporal forecast reconciliation
ctbu	Bottom-up cross-temporal forecast reconciliation
ctf_tools	Cross-temporal reconciliation tools
FoReco-hts	Simple examples to compare 'FoReco' and 'hts' packages
FoReco-thief	Simple examples to compare 'FoReco' and 'thief' packages
FoReco2ts	Reconciled forecasts matrix/vector to time-series class
FoReco_data	Forecast reconciliation for a simulated linearly constrained, genuine hierarchical multiple time series
htsrec	Cross-sectional (contemporaneous) forecast reconciliation
hts_tools	Cross-sectional reconciliation tools
iterec	Iterative heuristic cross-temporal forecast reconciliation
lccrec	Level conditional coherent forecast reconciliation for genuine hierarchical/grouped time series
lcmat	Linear Combination Matrix for a general linearly constrained multiple time series
octrec	Optimal combination cross-temporal forecast reconciliation
oct_bounds	Optimal cross-temporal bounds
score_index	Measuring accuracy in a rolling forecast experiment
shrink_estim	Shrinkage of the covariance matrix
tcsrec	Heuristic first-temporal-then-cross-sectional cross-temporal forecast reconciliation
tdrec	Top-down forecast reconciliation for genuine hierarchical/grouped time series
thfrec	Forecast reconciliation through temporal hierarchies (temporal reconciliation)
thf_tools	Temporal reconciliation tools