Temporal Hierarchical Forecasting

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


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.

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

This package is free and open source software, licensed under GPL (>= 2).

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Reference manual

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install.packages("thief")

0.2 by Rob Hyndman, a year ago


http://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 (>= 2) license


Imports hts, forecTheta, ggplot2

Depends on forecast


Suggested by nnfor.


See at CRAN