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R build status CRAN status Lifecycle: experimental devel version License: GPL-3

The FoReco (Forecast Reconciliation) package is designed for point forecast reconciliation, a post-forecasting process aimed to improve the quality of the base forecasts for a system of linearly constrained (e.g. hierarchical/grouped) time series.

It offers classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures by exploiting cross-sectional, temporal, and cross-temporal relationships linking the time series.

The main functions are:

Installation

You can install the stable version on R CRAN

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

You can also install the development version from Github

# install.packages("devtools")
devtools::install_github("daniGiro/FoReco", build_vignettes = TRUE)

Getting help

If you encounter a clear bug, please file a minimal reproducible example on GitHub.