hts

0th

Percentile

Create a hierarchical time series

Method for creating hierarchical time series.

Keywords
ts
Usage
hts(y, nodes, bnames = colnames(y), characters)
Arguments
y
A matrix or multivariate time series contain the bottom level series.
nodes
A list contains the number of child nodes for each level except for the bottom one. It indicates the hierarchical structure. The default is a simple hierarchy with only 2 levels (i.e. total and bottom).
bnames
The names of the bottom time series.
characters
A set of integers indicate how to split the bnames in order to construct labels.
Value

  • btsMultivariate time series containing the bottom level series
  • nodesInformation about the nodes of a hierarchical time series
  • labelsInformation about the labels that are used for plotting.

References

R. J. Hyndman, R. A. Ahmed, G. Athanasopoulos and H.L. Shang (2011) Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579--2589. http://robjhyndman.com/papers/hierarchical/

See Also

accuracy.gts, forecast.gts, plot.gts

Aliases
  • hts
Examples
# Example 1
# The hierarchical structure looks like one root node associated with 2 child
# nodes. These 2 child nodes have 3 and 2 sub-child nodes respectively.
nodes <- list(2, c(3, 2))
abc <- ts(5 + matrix(sort(rnorm(500)), ncol = 5, nrow = 100))
x <- hts(abc, nodes)

# Example 2
# Suppose we've got the bottom names that can be useful for constructing labels
# at higher levels. We need to specify how to split them in the argument
# "characters".
nodes <- list(2, c(2, 2), c(3, 2, 3, 2))
abc <- ts(5 + matrix(sort(rnorm(1000)), ncol = 10, nrow = 100))
colnames(abc) <- c("A10A", "A10B", "A10C", "A20A", "A20B",
                   "B30A", "B30B", "B40A", "B40B", "B40C")
y <- hts(abc, nodes, characters = c(1, 2, 1))
Documentation reproduced from package hts, version 4.0, License: GPL (>= 2)

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