Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2024) <doi:10.1016/j.ijforecast.2023.04.003>, Bottom-Up Importance Sampling (Zambon et al., 2024) <doi:10.1007/s11222-023-10343-y>, methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024. The 40th Conference on Uncertainty in Artificial Intelligence, accepted).
Version: | 0.3.1 |
Depends: | R (≥ 4.1.0) |
Imports: | stats, utils, lpSolve (≥ 5.6.18) |
Suggests: | knitr, rmarkdown, forecast, glarma, scoringRules, testthat (≥ 3.0.0) |
Published: | 2024-08-28 |
DOI: | 10.32614/CRAN.package.bayesRecon |
Author: | Dario Azzimonti |
Maintainer: | Dario Azzimonti <dario.azzimonti at gmail.com> |
License: | LGPL (≥ 3) |
NeedsCompilation: | no |
Materials: | README NEWS |
In views: | TimeSeries |
CRAN checks: | bayesRecon results |
Package source: | bayesRecon_0.3.1.tar.gz |
Windows binaries: | r-devel: bayesRecon_0.3.1.zip, r-release: bayesRecon_0.3.1.zip, r-oldrel: bayesRecon_0.3.1.zip |
macOS binaries: | r-release (arm64): bayesRecon_0.3.1.tgz, r-oldrel (arm64): bayesRecon_0.3.1.tgz, r-release (x86_64): bayesRecon_0.3.1.tgz, r-oldrel (x86_64): bayesRecon_0.3.1.tgz |
Old sources: | bayesRecon archive |
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