Package: FoCo2 0.1.3.9000

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_0.1.3.9000.tar.gz
FoCo2_0.1.3.9000.zip(r-4.7)FoCo2_0.1.3.9000.zip(r-4.6)FoCo2_0.1.3.9000.zip(r-4.5)
FoCo2_0.1.3.9000.tgz(r-4.6-any)FoCo2_0.1.3.9000.tgz(r-4.5-any)
FoCo2_0.1.3.9000.tar.gz(r-4.7-any)FoCo2_0.1.3.9000.tar.gz(r-4.6-any)
FoCo2_0.1.3.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
FoCo2/json (API)
NEWS

# 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

3.95 score 3 stars 1 scripts 551 downloads 5 exports 17 dependencies

Last updated from:605c8ef784. Checks:7 ERROR, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64ERROR139
source / vignettesOK176
linux-release-x86_64ERROR137
macos-release-arm64ERROR106
macos-oldrel-arm64ERROR242
windows-develERROR94
windows-releaseERROR95
windows-oldrelERROR137
wasm-releaseOK112

Exports:csmtccsocccsscrcssrcoccmat

Dependencies:clidistributionalFoRecogenericsgluelatticelifecycleMatrixnumDerivosqppillarquadprogRcpprlangS7utf8vctrs