M3_example

A monthly time series, from the M3 forecasting competition ("N1485").

datasets

Provides methods for probabilistic reconciliation of hierarchical forecasts of time series.
The available methods include analytical Gaussian reconciliation (Corani et al., 2021)
<doi:10.1007/978-3-030-67664-3_13>,
MCMC reconciliation of count time series (Corani et al., 2024)
<doi:10.1016/j.ijforecast.2023.04.003>,
Bottom-Up Importance Sampling (Zambon et al., 2024)
<doi:10.1007/s11222-023-10343-y>,
methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond)
(Zambon et al., 2024. The 40th Conference on Uncertainty in Artificial Intelligence, accepted).

Dario Azzimonti

bayesRecon

Probabilistic Reconciliation via Conditioning

Nicolò Rubattu

Lorenzo Zambon

Giorgio Corani

M3_example function

List of time series of class <a href="/link/ts?package=bayesRecon&version=0.3.1" data-mini-rdoc="bayesRecon::ts">ts</a>.

Format

Example of a time series from the M3 forecasting competition — M3_example

List of time series of class <a href='https://rdrr.io/r/stats/ts.html'>ts</a>.

M3_example: Example of a time series from the M3 forecasting competition

Description

Usage

Arguments

Format