thief: Temporal HIErarchical Forecasting

The R package thief provides methods and tools for generating forecasts at different temporal frequencies using a hierarchical time series approach.

Authors: Rob J Hyndman and Nikolaos Kourentzes

This package implements the methods described in

Athanasopoulos, G., Hyndman, R.J., Kourentzes, N., and Petropoulos, F. (2016) Forecasting with temporal hierarchies.

Installation

You can install the stable version on R CRAN.

install.packages('thief', dependencies = TRUE)

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("robjhyndman/thief")

Usage

library(thief)
thief(USAccDeaths)

License

This package is free and open source software, licensed under GPL 3.