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Build hierarchy matrices

Source: R/hierarchy.R
get_reconc_matrices.Rd

Creates the aggregation and summing matrices for a temporal hierarchy of time series from a user-selected list of aggregation levels.

Usage

get_reconc_matrices(agg_levels, h)

Arguments

agg_levels

user-selected list of aggregation levels.

h

number of steps ahead for the bottom level forecasts.

Value

A list containing the named elements:

  • A the aggregation matrix;

  • S the summing matrix.

See also

temporal_aggregation()

Examples


library(bayesRecon)

# Create monthly hierarchy
agg_levels <- c(1, 2, 3, 4, 6, 12)
h <- 12
rec_mat <- get_reconc_matrices(agg_levels, h)
S <- rec_mat$S
A <- rec_mat$A