smatrix

This function returns the summing matrix for a hierarchical or grouped time
series, as defined in Hyndman et al. (2011).

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>.

Earo Wang

Hierarchical and Grouped Time Series

Rob Hyndman

Alan Lee

Shanika Wickramasuriya

smatrix function

<dl><dt>xts</dt>
<dd>Hierarchical or grouped time series of class <code>gts</code>.</dd></dl>

Arguments

Author

Summing matrix for hierarchical or grouped time series — smatrix

<dl>

<dt>xts</dt>
<dd>Hierarchical or grouped time series of class <code>gts</code>.</dd>

</dl>

smatrix: Summing matrix for hierarchical or grouped time series

Description

Usage

Value

Arguments

Author

References

See Also

Examples