earowang / hts

Hierarchical and Grouped Time Series
http://pkg.earo.me/hts
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Enhancing hts for fmethod nnetar #24

Closed nnarukulla closed 7 years ago

nnarukulla commented 7 years ago

Currently hts package is limited to arima,ets, and rw forecasting methods. Can we extend it to nnetar? It would be helpful, as we include neural network in hierarchical methods.

robjhyndman commented 7 years ago

Use the FUN argument. That way you can define whatever forecasting method you like, including nnetar.