hts: Hierarchical and Grouped Time Series

Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) <doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation (Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.

Version: 6.0.2
Depends: R (≥ 3.2.0), forecast (≥ 8.12)
Imports: SparseM, Matrix, parallel, utils, methods, graphics, grDevices, stats
LinkingTo: Rcpp (≥ 0.11.0), RcppEigen
Suggests: testthat, knitr, rmarkdown, covr
Published: 2021-05-30
DOI: 10.32614/CRAN.package.hts
Author: Rob Hyndman [aut] (Package creator), Alan Lee [aut] (Fast computation using recursive methods), Earo Wang [aut, cre], Shanika Wickramasuriya [aut] (Reconciliation via trace minimization)
Maintainer: Earo Wang < at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
In views: TimeSeries
CRAN checks: hts results [issues need fixing before 2024-07-10]


Reference manual: hts.pdf
Vignettes: The hts Package


Package source: hts_6.0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): hts_6.0.2.tgz, r-oldrel (arm64): hts_6.0.2.tgz, r-release (x86_64): hts_6.0.2.tgz, r-oldrel (x86_64): hts_6.0.2.tgz
Old sources: hts archive

Reverse dependencies:

Reverse imports: finnts, thief
Reverse suggests: corset


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