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ellisp / forecastHybrid

Convenient functions for ensemble forecasts in R combining approaches from the {forecast} package
GNU General Public License v3.0
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Forecast reconciliation #91

Closed ASLlohmann closed 4 years ago

ASLlohmann commented 4 years ago

First of All thanks a lot for this package. As an forecaster in economic data, it is a very valuable tool in my professional life.

I am particularly interested by the ThiefModel function. It would be nice to be able to chose the reconcilation method because it is an important point in Temporal hierarchies

I am currently using my a version of your package where I made this possible. It is was easy.

                         comb=c("struc","mse","ols","sam","shr")

Just changing two line of the code 

 comb=match.arg(comb)

 fc <- thief(y, h = h, forecastfunction = FCFUN, comb=comb)
dashaub commented 4 years ago

@ASLlohmann That does sound useful. If you're interested in putting together a pull request, I'd accept the change.

dashaub commented 4 years ago

Added here: 75d40038dafc45aed8c9c212674edce227288b68