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DESCRIPTION
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Package: FoCo2
Type: Package
Title: Coherent forecast combination for linearly constrained multiple time series
Version: 0.1.0
Authors@R:
c(person(given = "Daniele",
family = "Girolimetto",
role = c("aut", "cre", "fnd"),
email = "[email protected]",
comment = c(ORCID = "0000-0001-9387-1232")),
person(given = "Tommaso",
family = "Di Fonzo",
role = c("aut", "fnd"),
comment = c(ORCID = "0000-0003-3388-7827")))
Description: Methods and tools designed to improve the forecast accuracy for a linearly
constrained multiple time series, while fulfilling the linear/aggregation relationships
linking the components. FoCo2 offers multi-task forecast combination and reconciliation
approaches leveraging input from multiple forecasting models or experts and ensuring
that the resulting forecasts satisfy specified linear constraints. In addition, linear
inequality constraints (e.g., non-negativity of the forecasts) can be imposed, if needed.
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.4), Matrix, FoReco
Imports: stats, cli, methods, quadprog, osqp
RoxygenNote: 7.3.1
Roxygen: list(markdown = TRUE)
URL: https://github.com/danigiro/FoCo2
https://danigiro.github.io/FoCo2
BugReports: https://github.com/danigiro/FoCo2/issues
Suggests:
testthat (>= 3.0.0)
Config/testthat/edition: 3