Rob J Hyndman, George Athanasopoulos and Han Lin Shang The new version of the hts package (v3.01) has a vignette.
Archive for the ‘Software’ Category:
The fpp package for R provides all data sets required for the examples and exercises in the book Forecasting: principles and practice by Rob J Hyndman and George Athanasopoulos. All packages required to run the examples are also loaded.
The demography package for R contains functions for various demographic analyses. It provides facilities for demographic statistics, modelling and forecasting. In particular, it implements lifetable calculations; Lee-Carter modelling and variants; functional data analysis of mortality rates, fertility rates, net migration numbers; and stochastic population forecasting. Examples funcfor.R: analysis from Hyndman and Ullah (2005) adelaide.R: analysis from a talk given to the Australian Population Network in Adelaide, November 2004. Other shorter examples are given in the help files. Extra data are available in the addb package. The latest (beta) version is on github which is normally slightly ahead of the CRAN version
The hts package provides methods for analysing and forecasting hierarchical time series.
The ftsa package provides tools for modelling and forecasting functional time series.