Package: hts 6.0.3

hts: Hierarchical and Grouped Time Series

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>.

Authors:Rob Hyndman [aut], Alan Lee [aut], Earo Wang [aut, cre], Shanika Wickramasuriya [aut]

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hts.pdf |hts.html✨
hts/json (API)
NEWS

# Install 'hts' in R:

install.packages('hts', repos = c('https://earowang.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/earowang/hts/issues

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

htseg1 - Simple examples of hierarchical time series.
htseg2 - Simple examples of hierarchical time series.
infantgts - Regional infant mortality counts across Australia from 1933 to 2003.

On CRAN:

forecasts hts

18 exports 109 stars 4.85 score 47 dependencies 5 dependents 6 mentions 203 scripts 5.3k downloads

Last updated 2 months agofrom:1408ab2c5c. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Aug 29 2024
R-4.5-win-x86_64	OK	Aug 29 2024
R-4.5-linux-x86_64	OK	Aug 29 2024
R-4.4-win-x86_64	OK	Aug 29 2024
R-4.4-mac-x86_64	OK	Aug 29 2024
R-4.4-mac-aarch64	OK	Aug 29 2024
R-4.3-win-x86_64	OK	Aug 29 2024
R-4.3-mac-x86_64	OK	Aug 29 2024
R-4.3-mac-aarch64	OK	Aug 29 2024

Exports:accuracy.gts aggts allts combinef forecast.gts get_groups get_nodes gts hts is.gts is.hts MinT plot.gts print.gts print.hts smatrix summary.gts summary.hts

Dependencies:cli colorspace curl fansi farver forecast fracdiff generics ggplot2 glue gtable isoband jsonlite labeling lattice lifecycle lmtest magrittr MASS Matrix mgcv munsell nlme nnet pillar pkgconfig quadprog quantmod R6 RColorBrewer Rcpp RcppArmadillo RcppEigen rlang scales SparseM tibble timeDate tseries TTR urca utf8 vctrs viridisLite withr xts zoo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Hierarchical and grouped time series	hts-package
In-sample or out-of-sample accuracy measures for forecast grouped and hierarchical model	accuracy.gts
Extract selected time series from a gts object	aggts
Extract all time series from a gts object	allts
Optimally combine forecasts from a hierarchical or grouped time series	combinef
Forecast a hierarchical or grouped time series	forecast.gts forecast.hts
Get nodes/groups from an hts/gts object	get_groups get_nodes
Create a grouped time series	gts is.gts print.gts summary.gts
Create a hierarchical time series	hts is.hts print.hts summary.hts
Simple examples of hierarchical time series.	htseg1 htseg2
Regional infant mortality counts across Australia from 1933 to 2003.	infantgts
Trace minimization for hierarchical or grouped time series	MinT
Plot grouped or hierarchical time series	plot.gts
Summing matrix for hierarchical or grouped time series	smatrix
Time window of a gts object	window.gts