FoReco
Forecast Reconciliation
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2024 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.1 |
rolling source/ R- | FoReco_1.2.1.tar.gz |
820.0 KiB |
1.2.1 |
latest source/ R- | FoReco_1.2.1.tar.gz |
820.0 KiB |
1.2.1 |
2026-04-23 source/ R- | FoReco_1.2.1.tar.gz |
820.0 KiB |
1.2.0 |
2026-04-09 windows/windows R-4.5 | FoReco_1.2.0.zip |
1.4 MiB |