swiss_tourism

A dataset of 27 time series with monthly observations of the number of
overnight stays in Switzerland, from Jan 2005 to Jan 2025.

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)
<https://proceedings.mlr.press/v244/zambon24a.html>,
analytical reconciliation with Bayesian treatment of the covariance matrix (Carrara et al., 2025)
<doi: 10.48550/arXiv.2506.19554>.

Dario Azzimonti

bayesRecon

Probabilistic Reconciliation via Conditioning

Lorenzo Zambon

Stefano Damato

Nicolò Rubattu

Giorgio Corani

swiss_tourism function

A list that contains:<ul>
<li><code>ts</code>: a multivariate time series of class <a href="/link/ts?package=bayesRecon&version=1.0.2" data-mini-rdoc="bayesRecon::ts">ts</a>;</li>
<li><code>n_bottom</code>: integer with the number of bottom time series (26);</li>
<li><code>n_upper</code>: integer with the number of upper time series (1);</li>
<li><code>agg_mat</code>: the aggregation matrix for the hierarchy. (1x26)</li>
</ul>

Format

Swiss tourism: monthly Swiss overnight stay data — swiss_tourism

A list that contains:<ul>
<li><code>ts</code>: a multivariate time series of class <a href='https://rdrr.io/r/stats/ts.html'>ts</a>;</li>
<li><code>n_bottom</code>: integer with the number of bottom time series (26);</li>
<li><code>n_upper</code>: integer with the number of upper time series (1);</li>
<li><code>agg_mat</code>: the aggregation matrix for the hierarchy. (1x26)</li>
</ul>

swiss_tourism: Swiss tourism: monthly Swiss overnight stay data

Description

Usage

Arguments

Format

Details

References