The thief package provides tools for Temporal Hierarchical Forecasting. The methods are described in Forecasting with temporal hierarchies, co-authored with George Athanasopoulos, Nikolaos Kourentzes and Fotios Petropoulos
Authors: Rob J Hyndman and Nikolaos Kourentzes
# install.packages("devtools") devtools::install_github("robjhyndman/thief")
This package is free and open source software, licensed under GPL (>= 2).