Takes the MinT implementation of the 'hts'<https://cran.r-project.org/package=hts> package and adapts it to allow degenerate hierarchical structures. Instead of the "nodes" argument, this function takes an S matrix which is more versatile in the structures it allows. For a demo, see Steinmeister and Pauly (2024)<doi:10.15488/17729>. The MinT algorithm is based on Wickramasuriya et al. (2019)<doi:10.1080/01621459.2018.1448825>.

Louis Steinmeister

htsDegenerateR

Degenerate Hierarchical Time Series Reconciliation

Markus Pauly

BU function

<dl><dt>fcasts</dt>
<dd>forecasts to be reconciled</dd>
<dt>S</dt>
<dd>structure matrix representing the hierarchical structure of the hts</dd></dl>

Arguments

Bottom-up reconciliation — BU

<dl>

<dt>fcasts</dt>
<dd>forecasts to be reconciled</dd>


<dt>S</dt>
<dd>structure matrix representing the hierarchical structure of the hts</dd>

</dl>

BU: Bottom-up reconciliation

Description

Usage

Value

Arguments