Optimally reconciling forecasts in a hierarchy

Authors

Rob J Hyndman, George Athanasopoulos

Published

21 October 2014

Publication details

Foresight (Fall, 2014). pp.42-48

Links

 

This is an introduction to our approach to forecast reconciliation without using any matrices. The original research is available here:

The software is available in the hts package for R with some notes on usage in the vignette. There is also a gentle introduction in our forecasting textbook.