hts
RobinHood
hts | RobinHood | |
---|---|---|
3 | 1 | |
107 | 45 | |
- | - | |
0.0 | 6.4 | |
over 1 year ago | 9 months ago | |
R | R | |
- | GNU Lesser General Public License v3.0 only |
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hts
- Time Series Forecasting Compositional Data - no good package exists?
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[P] Fastest and most accurate version of the Exponential Smoothing (ETS) Algorithm for Python
sadly a lot of statistics research is done with R and is unavailable with Python, hopefully this kind of work will also motivate new libraries for Python. I am particularly interested in hierarchical forecasting. Are there Python alternatives to the hts library?(https://github.com/earowang/hts)
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Can anyone explain me hierarchical time series forecating?
Additionally, you could use one of the more complex methods from the aforementioned hts package. This will allow you to make forecasts on all levels of the hierarchy, and use the bootstrapped errors to make adjustments to all forecasts in the hierarchy using a constrained least-squares approach, in order to make all forecasts sum-consistent (make the aggregates of the forecasts equal the forecasts of the aggregates). This allows you to model cannibalisation effects between different products, for example. However for this to work, you'd need quite good models, as the bootstrapped errors are taken as the 'wiggle room' for the adjustments, which means that if you have a badly fitting model, the adjustments might be quite large and no longer make sense (eg. be negative for a sales forecast).
RobinHood
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Problem in R
Is this the Robinhood package? Go to their github and submit an issue. https://github.com/JestonBlu/RobinHood
What are some alternatives?
statsforecast - Lightning ⚡️ fast forecasting with statistical and econometric models.
tableone - R package to create "Table 1", description of baseline characteristics with or without propensity score weighting
telegram.bot - Develop a Telegram Bot with R
httr - httr: a friendly http package for R [Moved to: https://github.com/r-lib/httr]
rtweet - 🐦 R client for interacting with Twitter's [stream and REST] APIs
meta - Official Git repository of R package meta
googleCloudStorageR - Google Cloud Storage API to R
hierarchicalforecast - Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
wooldridge - The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
littler - A scripting and command-line front-end for GNU R