hts (version 4.0)

gts: Create a grouped time series

Description

Method for creating grouped time series.

Usage

gts(y, groups, gnames = rownames(groups))

Arguments

y

A matrix or multivariate time series contains the bottom level series.

groups

Group matrix indicates the group structure, with one column for each series when completely disaggregated, and one row for each grouping of the time series. It allows either a numerical matrix or a matrix consisting of strings.

gnames

Specify the group names.

Value

• bts
  Multivariate time series contains the bottom level series
• groups
  Information about the groups of a grouped time series
• labels
  Information about the labels that are used for plotting.

Details

If the argument groups is a matrix consisting of strings, these characters can be used for labelling.

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/

See Also

accuracy.gts, forecast.gts, plot.gts

Examples

abc <- ts(5 + matrix(sort(rnorm(1600)), ncol = 16, nrow = 100))
sex <- rep(c("female", "male"), each = 8)
state <- rep(c("NSW", "VIC", "QLD", "SA", "WA", "NT", "ACT", "TAS"), 2)
gc <- rbind(sex, state)  # a matrix consists of strings.
gn <- rbind(rep(1:2, each = 8), rep(1:8, 2))  # a numerical matrix
rownames(gc) <- c("Sex", "State")
x <- gts(abc, gc)
y <- gts(abc, gn)