htseg1: Simple examples of hierarchical time series.
Description
These are simulated data. htseg1
has three levels with a total of 8 series each of length 10.
htseg2
has four levels with a total of 17 series each of length 16.Usage
data(htseg1)
data(htseg2)
format
Objects of class hts
.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/