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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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Install
install.packages('hts')
Monthly Downloads
14,793
Version
4.0
License
GPL (>= 2)
Maintainer
Rob Hyndman
Last Published
February 10th, 2014
Functions in hts (4.0)
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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