Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2024) <doi:10.1016/j.ijforecast.2023.04.003>, Bottom-Up Importance Sampling (Zambon et al., 2024) <doi:10.1007/s11222-023-10343-y>, methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024) <https://proceedings.mlr.press/v244/zambon24a.html>.
Version: | 0.3.3 |
Depends: | R (≥ 4.1.0) |
Imports: | stats, utils, lpSolve (≥ 5.6.18) |
Suggests: | knitr, rmarkdown, forecast, glarma, scoringRules, testthat (≥ 3.0.0) |
Published: | 2025-07-21 |
Author: | Dario Azzimonti |
Maintainer: | Dario Azzimonti <dario.azzimonti at gmail.com> |
BugReports: | https://github.com/IDSIA/bayesRecon/issues |
License: | LGPL (≥ 3) |
URL: | https://github.com/IDSIA/bayesRecon, https://idsia.github.io/bayesRecon/ |
NeedsCompilation: | no |
Materials: | README, NEWS |
In views: | TimeSeries |
CRAN checks: | bayesRecon results |
Package source: | bayesRecon_0.3.3.tar.gz |
Windows binaries: | r-devel: bayesRecon_0.3.2.zip, r-release: bayesRecon_0.3.2.zip, r-oldrel: bayesRecon_0.3.2.zip |
macOS binaries: | r-release (arm64): bayesRecon_0.3.2.tgz, r-oldrel (arm64): bayesRecon_0.3.2.tgz, r-release (x86_64): bayesRecon_0.3.3.tgz, r-oldrel (x86_64): bayesRecon_0.3.3.tgz |
Old sources: | bayesRecon archive |
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