agg_ts

Non-overlapping temporal aggregation of a time series according
to a specific aggregation order.

Classical (bottom-up and top-down), optimal and heuristic combination forecast
point (Di Fonzo and Girolimetto, 2023) <doi:10.1016/j.ijforecast.2021.08.004> and
probabilistic (Girolimetto et al. 2023) <arXiv:2303.17277> reconciliation procedures
for cross-sectional, temporal, and cross-temporal linearly constrained time series.

Daniele Girolimetto

FoReco

Forecast Reconciliation

Tommaso Di Fonzo

agg_ts function

<dl><dt>agg_order</dt>
<dd>Aggregation order to consider.</dd>
<dt>x</dt>
<dd>Univariate time series: a vector or a <code>ts</code> object.</dd>
<dt>align</dt>
<dd>Specifies whether the aggregates should be aligned with the start ()
or end of the series.</dd>
<dt>rm_na</dt>
<dd>logical. Should missing values be removed?</dd></dl>

Arguments

Non-overlapping temporal aggregation of a time series — agg_ts

<dl>

<dt>agg_order</dt>
<dd>Aggregation order to consider.</dd>


<dt>x</dt>
<dd>Univariate time series: a vector or a <code>ts</code> object.</dd>


<dt>align</dt>
<dd>Specifies whether the aggregates should be aligned with the start ()
or end of the series.</dd>


<dt>rm_na</dt>
<dd>logical. Should missing values be removed?</dd>

</dl>

agg_ts: Non-overlapping temporal aggregation of a time series

Description

Usage

Value

Arguments

See Also

Examples