icomb
Forecasting Hierarchical Time Series Using Information Combination
Implements the Information Combination (IComb) approach proposed by Nguyen, Vahid and Wickramasuriya (2025)<https://www.monash.edu/business/ebs/research/publications/ebs/2025/wp11-2025.pdf> for hierarchical forecast reconciliation. The method combines information from base forecasts constructed using different information sets while ensuring coherence. It is implemented using a penalized regression-based framework.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
rolling linux/jammy R-4.5 | icomb_0.2.0.tar.gz |
3.4 MiB |
0.2.0 |
rolling linux/noble R-4.5 | icomb_0.2.0.tar.gz |
3.4 MiB |
0.2.0 |
rolling source/ R- | icomb_0.2.0.tar.gz |
3.4 MiB |
0.2.0 |
latest linux/jammy R-4.5 | icomb_0.2.0.tar.gz |
3.4 MiB |
0.2.0 |
latest linux/noble R-4.5 | icomb_0.2.0.tar.gz |
3.4 MiB |
0.2.0 |
latest source/ R- | icomb_0.2.0.tar.gz |
3.4 MiB |
0.2.0 |
2026-04-23 source/ R- | icomb_0.2.0.tar.gz |
0 B |