smatrix

<p>Hierarchical or grouped time series of class <code>gts</code>.</p>

<p>This function returns the summing matrix for a hierarchical or grouped time
series, as defined in Hyndman et al. (2011).</p>

Provides methods for analysing and forecasting hierarchical and
grouped time series. The available forecast methods include bottom-up,
top-down, optimal combination reconciliation (Hyndman et al. 2011)
<doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation
(Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.

Earo Wang

Hierarchical and Grouped Time Series

smatrix: Summing matrix for hierarchical or grouped time series

Description

Usage

Arguments

Value

References

See Also

Examples