carparts_example |
Example of a time series from carparts |
extr_mkt_events |
Extreme market events dataset |
extr_mkt_events_basefc |
Base forecasts for the extreme market events dataset |
get_reconc_matrices |
Build hierarchy matrices |
infantMortality |
Infant Mortality grouped time series dataset |
M3_example |
Example of a time series from the M3 forecasting competition |
M5_CA1_basefc |
Example of hierarchical forecasts for a store from the M5 competition |
PMF.get_mean |
Get the mean of the distribution from a PMF object |
PMF.get_quantile |
Get quantile from a PMF object |
PMF.get_var |
Get the variance of the distribution from a PMF object |
PMF.sample |
Sample from the distribution given as a PMF object |
PMF.summary |
Returns summary of a PMF object |
reconc_BUIS |
BUIS for Probabilistic Reconciliation of forecasts via conditioning |
reconc_gaussian |
Analytical reconciliation of Gaussian base forecasts |
reconc_MCMC |
MCMC for Probabilistic Reconciliation of forecasts via conditioning |
reconc_MixCond |
Probabilistic forecast reconciliation of mixed hierarchies via conditioning |
reconc_TDcond |
Probabilistic forecast reconciliation of mixed hierarchies via top-down conditioning |
schaferStrimmer_cov |
Schäfer Strimmer covariance shrinkage |
temporal_aggregation |
Temporal aggregation of a time series |