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hts (version 4.0)

Hierarchical and grouped time series

Description

Methods for analysing and forecasting hierarchical and grouped time series.

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Version

Install

install.packages('hts')

Monthly Downloads

3,252

Version

4.0

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

February 10th, 2014

Functions in hts (4.0)

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