Package: FoCo2 0.1.4.9000

FoCo2: Coherent Forecast Combination for Linearly Constrained Multiple Time Series

Methods and tools designed to improve the forecast accuracy for a linearly constrained multiple time series, while fulfilling the linear/aggregation relationships linking the components (Girolimetto and Di Fonzo, 2024 <doi:10.48550/arXiv.2412.03429>). 'FoCo2' offers multi-task forecast combination and reconciliation approaches leveraging input from multiple forecasting models or experts and ensuring that the resulting forecasts satisfy specified linear constraints. In addition, linear inequality constraints (e.g., non-negativity of the forecasts) can be imposed, if needed.

Authors:Daniele Girolimetto [aut, cre], Tommaso Di Fonzo [aut]

FoCo2_0.1.4.9000.tar.gz
FoCo2_0.1.4.9000.zip(r-4.7-any)FoCo2_0.1.4.9000.zip(r-4.6-any)FoCo2_0.1.4.9000.zip(r-4.5-any)
FoCo2_0.1.4.9000.tgz(r-4.6-any)FoCo2_0.1.4.9000.tgz(r-4.5-any)
FoCo2_0.1.4.9000.tar.gz(r-4.7-any)FoCo2_0.1.4.9000.tar.gz(r-4.6-any)
FoCo2_0.1.4.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
FoCo2/json (API)

# Install 'FoCo2' in R:
install.packages('FoCo2', repos = c('https://danigiro.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/danigiro/foco2/issues

Pkgdown/docs site:https://danigiro.github.io

On CRAN:

Conda:

combinationforecastingreconciliationtime-series

3.88 score 3 stars 1 scripts 426 downloads 8 exports 17 dependencies

Last updated from:eab8f418ae. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK152
source / vignettesOK197
linux-releaseOK136
macos-releaseOK144
macos-oldrelOK223
windows-develOK93
windows-releaseOK82
windows-oldrelOK97
wasm-releaseOK111

Exports:csmtccsocccsscrcssrcoccmatoccmat_tetemtcteocc

Dependencies:clidistributionalFoRecogenericsgluelatticelifecycleMatrixnumDerivosqppillarquadprogRcpprlangS7utf8vctrs