Simple examples of hierarchical time series.

Description

These are simulated data. htseg1 has three levels with a total of 8 series each of length 10. htseg2 has four levels with a total of 17 series each of length 16.

Usage

data(htseg1)
data(htseg2)

Format

Objects of class hts.

References

R. J. Hyndman, R. A. Ahmed, G. Athanasopoulos and H.L. Shang (2011) Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. http://robjhyndman.com/papers/hierarchical/

Examples

plot(htseg1)

Results