Last data update: 2014.03.03
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R: Prediction conciliation by ...n.
Prediction conciliation by ...n.
Description
Uses a simple L2 projection to reconciliate hierarchical time
series forecasts.
Usage
hts(preds_indiv, pred_total)
Arguments
preds_indiv |
: K-length vector with predictions ybar_1,...,ybar_K for individual regions
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pred_total |
: number with prediction ybar_* for the total consumption
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Value
A vector with the reconciliated predictions for the
individuals and the total.
References
Hydman et al. (2011)
Examples
K <- 5
hts(preds_indiv = rep(0, K), 1)
Results
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