Changelog

Source: NEWS.md

hts 6.0.2 2021-05-30

  • Removed dependency on matrixcalc

hts 6.0.1 2020-08-06

  • Fixed bug in forecast(nonnegative = TRUE) for erroring “object not found”. (#58, @apantovic)

hts 6.0.0 2020-04-03

  • Added the support for non-negative forecast reconciliation. (@ShanikaLW)
  • Officially retired in favour of fable.
  • Depended on forecast (>= v8.12) due to the change in accuracy() signature.
  • Fixed bug in forecast(weights = "wls") for removing the squared root, as it’s been done in following functions.

hts 5.1.5 2018-03-26

  • Fixed hts authorship in the DESCRIPTION file
  • Updated reference
  • Replaced rBind with rbind due to Matrix new release
  • Depends on R (>= 3.2.0)

hts 5.1.4 2017-06-21

  • The hts and gts don’t actually fit into mts, ts and matrix classes, and hence mts, ts and matrix classes are dropped.
  • Added helper functions get_nodes for hts and get_groups for gts.
  • Fixed forecast(method = "tdfp", h = 1) issue (#32).
  • Fixed forecast(FUN = hybridModel) when newxreg is present (#28).

hts 5.1.0 2017-06-18

  • Earo Wang took over maintenance of the package from Rob J Hyndman.
  • Replaced ChangeLog with a NEWS.md file to track changes to the package.
  • Used roxygen2 to generate and manage reference. Thanks to Yihui’s Rd2roxygen package for hassle-free conversion.
  • Enabled pkgdown support.
  • Allowed more control of colour in plot.gts (Thanks to @ellisp for the pull request #25).
  • Exported the is.hts and is.gts functions (as per #29).
  • Registered accurary as an S3 method from forecast::accuracy.

hts 5.0 2016-04-06

  • 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

hts 4.5 2015-06-29

  • 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.

hts 4.4 2014-07-23

  • 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().

hts 4.3 2014-06-10

  • 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().

hts 4.2 2014-04-09

  • Fixed Next.Generic error in accuracy.gts.
  • Adjust weights = sd.

hts 4.1 2014-03-07

  • Set the default parallel processes to 2.
  • Fixed three dots in parallel computing for forecast.gts.
  • Speeded up the topdown approaches.

hts 4.0 2014-02-10

  • 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.

hts 3.01 2013-05-07

  • Added the infantgts data
  • Added the vignette

hts 3.00 2013-03-07

  • 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

hts 2.02 2011-11-07

  • Bug fixes to cope with much bigger hierarchies

hts 2.01 2011-11-03

  • Changed hierarchical naming convention to allow much bigger hierarchies.

hts 2.0 2011-09-02

  • 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