Temporal Hierarchical Forecasting

Methods and tools for generating forecasts at different temporal frequencies using a hierarchical time series approach.


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The R package thief provides methods and tools for generating forecasts at different temporal frequencies using a hierarchical time series approach.

Authors: Rob J Hyndman and Nikolaos Kourentzes

This package implements the methods described in

Athanasopoulos, G., Hyndman, R.J., Kourentzes, N., and Petropoulos, F. (2016) Forecasting with temporal hierarchies. You can install the stable version on R CRAN.

install.packages('thief', dependencies = TRUE)

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("robjhyndman/thief")

Usage

library(thief)
thief(USAccDeaths)

License

This package is free and open source software, licensed under GPL 3.

News

V 0.3 (24 January 2018)

  • Improved handling of forecastfunction argument in thief()
  • Bug fixes
  • pkgdown documentation

V 0.2 (7 September 2016)

  • First version on CRAN

V 0.1 (22 August 2016)

  • First version on github

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("thief")

0.3 by Rob Hyndman, 5 months ago


http://pkg.robjhyndman.com/thief, https://github.com/robjhyndman/thief


Report a bug at https://github.com/robjhyndman/thief/issues


Browse source code at https://github.com/cran/thief


Authors: Rob Hyndman [aut, cre, cph], Nikolaos Kourentzes [aut, cph]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Imports hts, ggplot2

Depends on forecast


Suggested by nnfor.


See at CRAN