Pivot Algorithm to aggregate demand streams yielding the smallest mean-squared forecast error among all possible choices of clusters.
All functions needed to compute one-step-ahead (estimated and theoretical) MSFE based on specific cluster assignments are found in "ALL_FUNCTIONS_USED_IN_SUBAGGREGATE_MSFE_COMPS_github_submission.R"
Simulations of the Pivot Algorithm are carried out for ARMA(1,1) streams in "pivot simulations_github_submission.R"