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., 2022) doi:10.48550/arXiv.2207.09322, Bottom-Up Importance Sampling (Zambon et al., 2022) doi:10.48550/arXiv.2210.02286.