Showing 10 of total 10 results (show query)
danigiro
FoReco:Forecast Reconciliation
Classical (bottom-up and top-down), optimal combination and heuristic point (Di Fonzo and Girolimetto, 2023 <doi:10.1016/j.ijforecast.2021.08.004>) and probabilistic (Girolimetto et al. 2023 <doi:10.1016/j.ijforecast.2023.10.003>) forecast reconciliation procedures for linearly constrained time series (e.g., hierarchical or grouped time series) in cross-sectional, temporal, or cross-temporal frameworks.
Maintained by Daniele Girolimetto. Last updated 2 months ago.
forecastingreconciliationtime-series
62.6 match 33 stars 6.19 score 104 scripts
idsia
bayesRecon:Probabilistic Reconciliation via Conditioning
Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2024) <doi:10.1016/j.ijforecast.2023.04.003>, Bottom-Up Importance Sampling (Zambon et al., 2024) <doi:10.1007/s11222-023-10343-y>, methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024. The 40th Conference on Uncertainty in Artificial Intelligence, accepted).
Maintained by Dario Azzimonti. Last updated 2 months ago.
34.1 match 7 stars 7.13 score 40 scripts
tidyverts
fabletools:Core Tools for Packages in the 'fable' Framework
Provides tools, helpers and data structures for developing models and time series functions for 'fable' and extension packages. These tools support a consistent and tidy interface for time series modelling and analysis.
Maintained by Mitchell OHara-Wild. Last updated 1 months ago.
10.1 match 91 stars 12.18 score 396 scripts 18 dependents
lsteinmeister
htsDegenerateR:Degenerate Hierarchical Time Series Reconciliation
Takes the MinT implementation of [hts: Hierarchical and Grouped Time Series]<https://cran.r-project.org/package=hts> and adapts it to allow degenerate hierarchical structures. Instead of the "nodes" argument, this function takes an S matrix which is more versatile in the structures it allows. For a demo, see [Degenerate Hierarchical Time Series Reconciliation With The Minimum Trace Algorithm in R]<doi:10.15488/17729>. The MinT algorithm is based on [Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization]<doi:10.1080/01621459.2018.1448825>.
Maintained by Louis Steinmeister. Last updated 3 months ago.
8.0 match 1 stars 3.00 score
earowang
hts:Hierarchical and Grouped Time Series
Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) <doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation (Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.
Maintained by Earo Wang. Last updated 3 months ago.
2.3 match 111 stars 9.65 score 215 scripts 5 dependents
mu-sigma
HVT:Constructing Hierarchical Voronoi Tessellations and Overlay Heatmaps for Data Analysis
Facilitates building topology preserving maps for data analysis.
Maintained by "Mu Sigma, Inc.". Last updated 1 months ago.
2.0 match 4 stars 6.26 score 1 scripts
microsoft
finnts:Microsoft Finance Time Series Forecasting Framework
Automated time series forecasting developed by Microsoft Finance. The Microsoft Finance Time Series Forecasting Framework, aka Finn, can be used to forecast any component of the income statement, balance sheet, or any other area of interest by finance. Any numerical quantity over time, Finn can be used to forecast it. While it can be applied outside of the finance domain, Finn was built to meet the needs of financial analysts to better forecast their businesses within a company, and has a lot of built in features that are specific to the needs of financial forecasters. Happy forecasting!
Maintained by Mike Tokic. Last updated 25 days ago.
businessdata-sciencefeature-selectionfinancefinntsforecastingmachine-learningmicrosofttime-series
1.3 match 193 stars 9.45 score 39 scripts
ealedo
orthGS:Orthology vs Paralogy Relationships among Glutamine Synthetase from Plants
Tools to analyze and infer orthology and paralogy relationships between glutamine synthetase proteins in seed plants.
Maintained by Elena Aledo. Last updated 3 months ago.
1.5 match 3.80 score 21 scripts
rjdverse
rjd3bench:Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
Maintained by Corentin Lemasson. Last updated 8 months ago.
1.3 match 2 stars 3.94 score 11 scripts
danilofreire
pinochet:Data About the Victims of the Pinochet Regime, 1973-1990
Packages data about the victims of the Pinochet regime as compiled by the Chilean National Commission for Truth and Reconciliation Report (1991, ISBN:9780268016463).
Maintained by Danilo Freire. Last updated 6 years ago.
0.5 match 2.00 score 10 scripts