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FoCo2  

Coherent Forecast Combination for Linearly Constrained Multiple Time Series
View on CRAN: Click here


Download and install FoCo2 package within the R console
Install from CRAN:
install.packages("FoCo2")

Install from Github:
library("remotes")
install_github("cran/FoCo2")

Install by package version:
library("remotes")
install_version("FoCo2", "0.1.4")



Attach the package and use:
library("FoCo2")
Maintained by
Daniele Girolimetto
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-06-14
Latest Update: 2025-06-14
Description:
Methods and tools designed to improve the forecast accuracy for a linearly constrained multiple time series, while fulfilling the linear/aggregation relationships linking the components (Girolimetto and Di Fonzo, 2024 <doi:10.48550/arXiv.2412.03429>). 'FoCo2' offers multi-task forecast combination and reconciliation approaches leveraging input from multiple forecasting models or experts and ensuring that the resulting forecasts satisfy specified linear constraints. In addition, linear inequality constraints (e.g., non-negativity of the forecasts) can be imposed, if needed.
How to cite:
Daniele Girolimetto (2025). FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series. R package version 0.1.4, https://cran.r-project.org/web/packages/FoCo2. Accessed 24 Oct. 2026.
Previous versions and publish date:
0.1.2 (2025-06-14 10:50), 0.1.3 (2026-03-13 15:00), (2026-07-09 08:04)
Other packages that cited FoCo2 R package
View FoCo2 citation profile
Other R packages that FoCo2 depends, imports, suggests or enhances
Complete documentation for FoCo2
Functions, R codes and Examples using the FoCo2 R package
Full FoCo2 package functions and examples
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