residuals_matrix

Arrange temporal and cross-temporal residuals in a matrix form

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

residuals_matrix function

<dl><dt>res</dt>
<dd>(n N(k^ + m)) matrix or (N(k^ + m))
vector containing the residuals at all the temporal frequencies
ordered [lowest_freq' ... highest_freq']'.</dd>
<dt>m</dt>
<dd>Highest available sampling frequency per seasonal cycle (max. order
of temporal aggregation, m), or a subset of p factors
of m.</dd></dl>

Arguments

Arrange temporal and cross-temporal residuals in a matrix form — residuals_matrix

<dl>

<dt>res</dt>
<dd>(n N(k^ + m)) matrix or (N(k^ + m))
vector containing the residuals at all the temporal frequencies
ordered [lowest_freq' ... highest_freq']'.</dd>


<dt>m</dt>
<dd>Highest available sampling frequency per seasonal cycle (max. order
of temporal aggregation, m), or a subset of p factors
of m.</dd>

</dl>

residuals_matrix: Arrange temporal and cross-temporal residuals in a matrix form

Description

Usage

Value

Arguments

See Also

Examples