bayesRecon

Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) doi:10.1007/978-3-030-67664-3_13, MCMC reconciliation of count time series (Corani et al., 2024) doi:10.1016/j.ijforecast.2023.04.003, Bottom-Up Importance Sampling (Zambon et al., 2024) doi:10.1007/s11222-023-10343-y, methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024) https://proceedings.mlr.press/v244/zambon24a.html.

Last 30 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.