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 <binab...@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@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. > ______________________________________________ R-help@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.
