[R] R and Hierarchical Forecasting

[Kjetil Halvorsen]

I don't know of any prepackaged functions to do this, but I have done
this with some success,
using compositional methods: forecasting the total, and then
forecasting the compositions.,, with compositional
data analysis.
The package compositions or robCompositions
might be usefull. Or not.

Kjetil B Halvorsen

On Tue, Dec 15, 2009 at 10:13 PM, zubin <binabina at bellsouth.net> wrote:
> Hello, does anyone know of any R routines capable of whats called
> Hierarchical Forecasting, reconciling the different hierarchies.
>
> Example: A top down forecast where the corporate forecast is created and
> then all the regions within the corporate entity are also forecasted,
> with the constraint they sum to the corporate forecast.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>