- Fixed hts authorship in the DESCRIPTION file
- Updated reference
rbind due to Matrix new release
- Depends on R (>= 3.2.0)
gts don’t actually fit into
matrix classes, and hence
matrix classes are dropped.
- Added helper functions
forecast(method = "tdfp", h = 1) issue (#32).
forecast(FUN = hybridModel) when
newxreg is present (#28).
- Earo Wang took over maintenance of the package from Rob J Hyndman.
ChangeLog with a
NEWS.md file to track changes to the package.
roxygen2 to generate and manage reference. Thanks to Yihui’s
Rd2roxygen package for hassle-free conversion.
- Allowed more control of colour in
plot.gts (Thanks to @ellisp for the pull request #25).
- Exported the
is.gts functions (as per #29).
accurary as an S3 method from
- 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
- 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.
- 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().
- 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().
- Fixed Next.Generic error in accuracy.gts.
- Adjust weights = sd.
- Set the default parallel processes to 2.
- Fixed three dots in parallel computing for forecast.gts.
- Speeded up the topdown approaches.
- 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.
- Added the infantgts data
- Added the vignette
- 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
- Bug fixes to cope with much bigger hierarchies
- Changed hierarchical naming convention to allow much bigger hierarchies.
- 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