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earowang / hts

Hierarchical and Grouped Time Series
http://pkg.earo.me/hts
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About how to generate a set of revised forecasts #38

Closed jnuvenus closed 5 years ago

jnuvenus commented 5 years ago

I already generated independent base forecast for each series in the hierarchy, As these base forecasts are independently generated they will not be aggregate consistent" (i.e., they will not add up according to the hierarchical structure).I just want to generates a set of revised forecasts that would aggregate consistently with the hierarchical structure. Can use your funcitons?

earowang commented 5 years ago

perhaps you are looking for combinef function http://pkg.earo.me/hts/reference/combinef.html

On Fri, 19 Oct 2018 at 17:17, jnuvenus notifications@github.com wrote:

I already generated independent base forecast for each series in the hierarchy, As these base forecasts are independently generated they will not be aggregate consistent" (i.e., they will not add up according to the hierarchical structure).I just want to generates a set of revised forecasts that would aggregate consistently with the hierarchical structure. Can use your funcitons?

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/earowang/hts/issues/38, or mute the thread https://github.com/notifications/unsubscribe-auth/ACV6mOgksFGKDrJrFlatHhn-ZFSCII9Sks5umW5ngaJpZM4XvvHx .

--

Earo Wang B.Comm.(Hons), Monash University http://earo.me

jnuvenus commented 5 years ago

perhaps you are looking for combinef function http://pkg.earo.me/hts/reference/combinef.html On Fri, 19 Oct 2018 at 17:17, jnuvenus @.***> wrote: I already generated independent base forecast for each series in the hierarchy, As these base forecasts are independently generated they will not be aggregate consistent" (i.e., they will not add up according to the hierarchical structure).I just want to generates a set of revised forecasts that would aggregate consistently with the hierarchical structure. Can use your funcitons? — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#38>, or mute the thread https://github.com/notifications/unsubscribe-auth/ACV6mOgksFGKDrJrFlatHhn-ZFSCII9Sks5umW5ngaJpZM4XvvHx .

… ---------------------------------------------------- Earo Wang B.Comm.(Hons), Monash University http://earo.me

Thank you，I will try it.