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

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