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Create a forecast ensemble using the theif() model
thiefModel( y, models = "aefnt", h = 2 * frequency(y), comb = c("struc", "mse", "ols", "bu", "shr", "sam"), verbose = FALSE )
the input time series
the models to use. These are specified the same way as hybridModel
hybridModel
the forecast horizon
the combination method to use by thief
thief
if TRUE, report the fitting status
TRUE
Use the "thief" package method for reconciling forecasts across the temporal hierarchy. The base models to be included in the ensemble are the same as those in hybridModel, but the stlm model cannot be included since it requires seasonal data.
stlm
# NOT RUN { series <- subset(woolyrnq, end = 8) thiefModel(series, models = "fz") # }
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