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 (Girolimetto and Di Fonzo, 2024 <doi:10.48550/arXiv.2412.03429>). '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.
Version: 0.1.2 Depends: R (≥ 3.4), Matrix, FoReco Imports: stats, cli, methods, quadprog, osqp Suggests: testthat (≥ 3.0.0) Published: 2025-06-14 DOI: 10.32614/CRAN.package.FoCo2 Author: Daniele Girolimetto [aut, cre, fnd, cph], Tommaso Di Fonzo [aut, fnd] Maintainer: Daniele Girolimetto <daniele.girolimetto at unipd.it> BugReports: https://github.com/danigiro/FoCo2/issues/ License: GPL (≥ 3) URL: https://github.com/danigiro/FoCo2/, https://danigiro.github.io/FoCo2/ NeedsCompilation: no Materials: README, NEWS In views: TimeSeries CRAN checks: FoCo2 results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=FoCo2 to link to this page.
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