# hts

From hts v4.0
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/

accuracy.gts, forecast.gts, plot.gts

• 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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