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README.Rmd
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---
output: github_document
---
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# FoReco <img src="man/figures/logo.svg" alt="logo" align="right" width="150" style="border: none; float: right;"/>
<!-- badges: start -->
[](https://github.com/daniGiro/FoReco/actions/workflows/R-CMD-check.yaml) [](https://CRAN.R-project.org/package=FoReco) [](https://lifecycle.r-lib.org/articles/stages.html) [](https://github.com/daniGiro/FoReco) [](https://cran.r-project.org/web/licenses/GPL-3)
<!-- badges: end -->
**Fo**recast **Reco**nciliation is a a post-forecasting process aimed to improve the accuracy and align forecasts for a system of linearly constrained (e.g. hierarchical/grouped) time series. The **FoReco** package provides a comprehensive set of classical (bottom-up, top-down and middle-out), and modern (optimal and heuristic combination) forecast reconciliation procedures in different frameworks including cross-sectional, temporal, or cross-temporal settings.
The core functions for reconciliation categorized by framework are as follows:
| **Reconciliation** | **Cross-sectional** | **Temporal** | **Cross-Temporal** |
|--------|:---:|:---:|:---:|
| *Classical reconciliation* |
| Top-down: `*td()` | [`cstd()`](https://danigiro.github.io/FoReco/reference/cstd.html) | [`tetd()`](https://danigiro.github.io/FoReco/reference/tetd.html) | [`cttd()`](https://danigiro.github.io/FoReco/reference/cttd.html) |
| Bottom-up: `*bu()` | [`csbu()`](https://danigiro.github.io/FoReco/reference/csbu.html) | [`tebu()`](https://danigiro.github.io/FoReco/reference/tebu.html) | [`ctbu()`](https://danigiro.github.io/FoReco/reference/ctbu.html) |
| Middle-out: `*mo()` | [`csmo()`](https://danigiro.github.io/FoReco/reference/csmo.html) | [`temo()`](https://danigiro.github.io/FoReco/reference/temo.html) | [`ctmo()`](https://danigiro.github.io/FoReco/reference/ctmo.html) |
| *Regression‑based reconciliation* |
| Least squares: `*rec()` | [`csrec()`](https://danigiro.github.io/FoReco/reference/csrec.html) | [`terec()`](https://danigiro.github.io/FoReco/reference/terec.html) | [`ctrec()`](https://danigiro.github.io/FoReco/reference/ctrec.html) |
| LCC: `*lcc()` | [`cslcc()`](https://danigiro.github.io/FoReco/reference/cslcc.html) | [`telcc()`](https://danigiro.github.io/FoReco/reference/telcc.html) | [`ctlcc()`](https://danigiro.github.io/FoReco/reference/ctlcc.html) |
Additionally, **FoReco** provides various functions for different aspects of forecast reconciliation, including aggregating time series, balancing hierarchies, computing projection and covariance matrices, and more.
## Installation
You can install the **stable** version on [R CRAN](https://cran.r-project.org/)
``` r
install.packages("FoReco")
```
You can also install the **development** version from [Github](https://github.com/daniGiro/FoReco)
``` r
# install.packages("devtools")
devtools::install_github("danigiro/FoReco")
```
## Getting Started
To get started with using the FoReco package, refer to the [documentation](https://danigiro.github.io/FoReco/) for detailed information on how to apply different forecast reconciliation procedures to your data.
<!-- - [Introduction to `FoReco`](https://danigiro.github.io/FoReco/articles/Introduction-to-FoReco.html) -->
- [The `vndata` and `itagdp` dataset](https://danigiro.github.io/FoReco/articles/Dataset-vndata-and-itagdp.html)
- [Cross-sectional forecast reconciliation](https://danigiro.github.io/FoReco/articles/Cross-sectional-forecast-reconciliation.html)
- [Temporal forecast reconciliation](https://danigiro.github.io/FoReco/articles/Temporal-forecast-reconciliation.html)
- [Cross-temporal forecast reconciliation](https://danigiro.github.io/FoReco/articles/Cross-temporal-forecast-reconciliation.html)
- [Replicate the `hts` package](https://danigiro.github.io/FoReco/articles/Replicate-the-hts-package.html)
- [Replicate the `thief` package](https://danigiro.github.io/FoReco/articles/Replicate-the-thief-package.html)
## Issues and Contributions
If you encounter any bugs or have suggestions for improvements, please feel free to report them on [GitHub Issues page](https://github.com/daniGiro/FoReco/issues). Contributions are also welcome!