Package index
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M3_example - Example of a time series from the M3 forecasting competition
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M5_CA1_basefc - Example of hierarchical forecasts for a store from the M5 competition
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PMF.get_mean() - Get the mean of the distribution from a PMF object
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PMF.get_quantile() - Get quantile from a PMF object
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PMF.get_var() - Get the variance of the distribution from a PMF object
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PMF.sample() - Sample from the distribution given as a PMF object
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PMF.summary() - Returns summary of a PMF object
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carparts_example - Example of a time series from carparts
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extr_mkt_events - Extreme market events dataset
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extr_mkt_events_basefc - Base forecasts for the extreme market events dataset
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get_reconc_matrices() - Build hierarchy matrices
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infantMortality - Infant Mortality grouped time series dataset
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reconc_BUIS() - BUIS for Probabilistic Reconciliation of forecasts via conditioning
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reconc_MCMC() - MCMC for Probabilistic Reconciliation of forecasts via conditioning
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reconc_MixCond() - Probabilistic forecast reconciliation of mixed hierarchies via conditioning
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reconc_TDcond() - Probabilistic forecast reconciliation of mixed hierarchies via top-down conditioning
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reconc_gaussian() - Analytical reconciliation of Gaussian base forecasts
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schaferStrimmer_cov() - Schäfer Strimmer covariance shrinkage
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temporal_aggregation() - Temporal aggregation of a time series