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
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")
This package is free and open source software, licensed under GPL (>= 2).