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gtop  

Game-Theoretically OPtimal (GTOP) Reconciliation Method
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("gtop", "0.2.0")



Attach the package and use:
library("gtop")
Maintained by
Jairo Cugliari
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-03-05
Latest Update: 2015-03-05
Description:
In hierarchical time series (HTS) forecasting, the hierarchical relation between multiple time series is exploited to make better forecasts. This hierarchical relation implies one or more aggregate consistency constraints that the series are known to satisfy. Many existing approaches, like for example bottom-up or top-down forecasting, therefore attempt to achieve this goal in a way that guarantees that the forecasts will also be aggregate consistent. This package provides with an implementation of the Game-Theoretically OPtimal (GTOP) reconciliation method proposed in van Erven and Cugliari (2015), which is guaranteed to only improve any given set of forecasts. This opens up new possibilities for constructing the forecasts. For example, it is not necessary to assume that bottom-level forecasts are unbiased, and aggregate forecasts may be constructed by regressing both on bottom-level forecasts and on other covariates that may only be available at the aggregate level.
How to cite:
Jairo Cugliari (2015). gtop: Game-Theoretically OPtimal (GTOP) Reconciliation Method. R package version 0.2.0, https://cran.r-project.org/web/packages/gtop
Previous versions and publish date:
0.2.0 (2015-03-05 07:40)
Other packages that cited gtop R package
View gtop citation profile
Other R packages that gtop depends, imports, suggests or enhances
Functions, R codes and Examples using the gtop R package
Some associated functions: gtop . hts . proj . 
Some associated R codes: gtop.R . hts.R . proj.R .  Full gtop package functions and examples
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