Sthief {tsutils}

Temporal hierarchy S matrix

Description

Calculate the temporal hierarchy summing matrix S for a given time series of seasonal periodicity.

Usage

Sthief(y)

Arguments

y

input time series (a ts object) or an integer.

Value

S matrix.

Author(s)

Nikolaos Kourentzes, [e-mail].

References

Athanasopoulos, G., Hyndman, R. J., Kourentzes, N., & Petropoulos, F. (2017). Forecasting with temporal hierarchies. European Journal of Operational Research, 262(1), 60-74.

Examples

Sthief(AirPassengers)