hts v4.0
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by Rob Hyndman
Hierarchical and grouped time series
Methods for analysing and forecasting hierarchical and grouped time series.
Functions in hts
| Name | Description | |
| window.gts | Time window of a gts object | |
| accuracy.gts | In-sample or out-of-sample accuracy measures for forecast grouped and hierarchical model | |
| gts | Create a grouped time series | |
| hts-package | Hierarchical and grouped time series | |
| htseg1 | Simple examples of hierarchical time series. | |
| forecast.gts | Forecast a hierarchical or grouped time series | |
| combinef | Optimally combine forecasts from a hierarchical or grouped time series | |
| allts | Extract all time series from a gts object | |
| hts | Create a hierarchical time series | |
| aggts | Extract selected time series from a gts object | |
| plot.gts | Plot grouped or hierarchical time series | |
| infantgts | Regional infant mortality counts across Australia from 1933 to 2003. | |
| smatrix | Summing matrix for hierarchical or grouped time series | |
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Details
| Type | Package |
| LazyLoad | yes |
| LazyData | yes |
| BugReports | https://github.com/robjhyndman/hts/issues |
| License | GPL (>= 2) |
| Packaged | 2014-02-10 06:33:12 UTC; hyndman |
| NeedsCompilation | no |
| Repository | CRAN |
| Date/Publication | 2014-02-10 08:13:36 |
| depends | forecast (>= 5.0) |
| imports | parallel , SparseM |
| suggests | testthat |
| Contributors | Earo Wang, Rob Hyndman, Alan Lee |
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