hts 6.0.3
hts 6.0.2
- Removed dependency on matrixcalc
hts 6.0.1
- Fixed bug in
forecast(nonnegative = TRUE)
for erroring
“object not found”. (#58, @apantovic)
hts 6.0.0
- Added the support for non-negative forecast reconciliation. (@ShanikaLW)
- Officially retired in favour of
fable
.
- Depended on
forecast (>= v8.12)
due to the change in
accuracy()
signature.
- Fixed bug in
forecast(weights = "wls")
for removing the
squared root, as it’s been done in following functions.
hts 5.1.5
- Fixed hts authorship in the DESCRIPTION file
- Updated reference
- Replaced
rBind
with rbind
due to Matrix
new release
- Depends on R (>= 3.2.0)
hts 5.1.4
- The
hts
and gts
don’t actually fit into
mts
, ts
and matrix
classes, and
hence mts
, ts
and matrix
classes
are dropped.
- Added helper functions
get_nodes
for hts
and get_groups
for gts
.
- Fixed
forecast(method = "tdfp", h = 1)
issue (#32).
- Fixed
forecast(FUN = hybridModel)
when
newxreg
is present (#28).
hts 5.1.0
- Earo Wang took over maintenance of the package from Rob J
Hyndman.
- Replaced
ChangeLog
with a NEWS.md
file to
track changes to the package.
- Used
roxygen2
to generate and manage reference. Thanks
to Yihui’s Rd2roxygen
package for hassle-free
conversion.
- Enabled
pkgdown
support.
- Allowed more control of colour in
plot.gts
(Thanks to
@ellisp for the pull
request #25).
- Exported the
is.hts
and is.gts
functions
(as per #29).
- Registered
accurary
as an S3 method from
forecast::accuracy
.
hts 5.0
- Added mint option in forecast.gts (written by Shanika
Wickramasuriya)
- Allowed arbitrary ordering of bottom level time series in hts()
- Added QR decomposition if LU decomposition fails
- Bug fixes
hts 4.5
- Fixed bugs in accuracy.gts().
- Fixed bug in forecast.gts() detecting the right default forecasting
horizon.
- Fixed bug in gts() for a gts with one grouping variable.
- Speeded up Smatrix().
- Make SparseM package as dependency.
- Better handle missing values.
- Speeded up combinef() for Alan’s algorithm.
- Added 3 new algorithms to the optimally reconciled approach.
- Fixed bug in forecast.gts() when using external regressors with
parallel.
- Fixed time attributes of fitted and residual series.
hts 4.4
- Allowed multiple seasonal objects “msts” in hts() and gts().
- Fixed bug of MASE in accuracy.gts().
- Allowed user’s defined forecasting function in forecast.gts().
hts 4.3
- Fixed bug of the arg “include” in plot.gts, when there are not
yearly data.
- Fixed bug in combinef(), when it handles a simple hierarchy with 2
levels.
- Improved arg “characters” in hts() to automate the node
structure.
- Added a new arg “characters” in gts(), which will automate the
grouping matrix.
- Added a new reference to combinef() man.
- Made ‘sd’ the default weight in forecast.gts().
hts 4.2
- Fixed Next.Generic error in accuracy.gts.
- Adjust weights = sd.
hts 4.1
- Set the default parallel processes to 2.
- Fixed three dots in parallel computing for forecast.gts.
- Speeded up the topdown approaches.
hts 4.0
- Speeded up all existing functions.
- Restructured hts function. Argument g is replaced with nodes. Added
bnames and characters to allow custom names.
- Added argument gnames to gts function.
- Argument groups in gts function allows the gmatrix with
characters.
- Added function aggts in which users can specify whatever levels they
like.
- Renamed Smatrix to smatrix.
- Added summary.gts function.
- Added more arguments to forecast.gts such as keep.fitted,
keep.resid, lambda, weights.
- When setting method = “mo” in forecasts.gts, argument level started
with 0 rather than 1.
- Import parallel package in order to support for parallel
processing.
- Added more criterions to accuracy.gts function. When keep.fitted =
TRUE in forecast.gts function, accuracy.gts can also return in-sample
error measures at the bottom level.
- Dropped argument criterions in accuracy.gts function.
- Added argument weights to combinef function. When it’s a hts object,
argument nodes is used instead of the summing matrix.
- combinef function returns either a gts object or time series at the
bottom level. Dropped arguments return and hierarchical.
- Argument levels in plot.gts function allows more flexibilities.
hts 3.01
- Added the infantgts data
- Added the vignette
hts 3.00
- Restructured gts objects and dropped hts objects. A flag indicates
if gts is hierarchical.
- gts objects can now contain forecasts as well as historical
data.
- Updated plot.gts function with an option to show historical data as
well as forecasts
- Added the window.gts function
- Moved SparseM from Depends to Imports
hts 2.02
- Bug fixes to cope with much bigger hierarchies
hts 2.01
- Changed hierarchical naming convention to allow much bigger
hierarchies.
hts 2.0
- Added grouped time series (gts) objects, and re-wrote many functions
in order to handle them.
- hts objects are now a subset of gts objects.
- Some old hts methods have been replaced by gts methods.
- Rob J Hyndman took over maintenance of the package from Han Lin
Shang