thief v0.3

0

Monthly downloads

0th

Percentile

Temporal Hierarchical Forecasting

Methods and tools for generating forecasts at different temporal frequencies using a hierarchical time series approach.

Readme

thief: Temporal HIErarchical Forecasting

CRAN_Status_Badge Downloads Licence

The R package thief provides methods and tools for generating forecasts at different temporal frequencies using a hierarchical time series approach.

Authors: Rob J Hyndman and Nikolaos Kourentzes

This package implements the methods described in

Athanasopoulos, G., Hyndman, R.J., Kourentzes, N., and Petropoulos, F. (2016) Forecasting with temporal hierarchies.

Installation

You can install the stable version on R CRAN.

install.packages('thief', dependencies = TRUE)

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("robjhyndman/thief")

Usage

library(thief)
thief(USAccDeaths)

License

This package is free and open source software, licensed under GPL 3.

Functions in thief

Name Description
AEdemand Accident and Emergency demand in the UK
plot.tsaggregates Plot time series aggregates
reconcilethief Reconcile temporal hierarchical forecasts
thief Temporal hierarchical forecasting
tsaggregates Non-overlapping temporal aggregation of a time series
No Results!

Last month downloads

Details

LazyData yes
ByteCompile TRUE
BugReports https://github.com/robjhyndman/thief/issues
License GPL-3
URL http://pkg.robjhyndman.com/thief, https://github.com/robjhyndman/thief
RoxygenNote 6.0.1.9000
NeedsCompilation no
Packaged 2018-01-24 04:50:27 UTC; hyndman
Repository CRAN
Date/Publication 2018-01-24 05:06:33 UTC

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/thief)](http://www.rdocumentation.org/packages/thief)