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https://github.com/robjhyndman/thief

Temporal HIErarchical Forecasting
https://github.com/robjhyndman/thief

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Temporal HIErarchical Forecasting

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thief: Temporal HIErarchical Forecasting
======================

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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

[Athanasopoulos, G., Hyndman, R.J., Kourentzes, N., and Petropoulos, F. (2016) Forecasting with temporal hierarchies.](http://robjhyndman.com/publications/temporal-hierarchies/)

## Installation
You can install the **stable** version on
[R CRAN](https://cran.r-project.org/package=thief).

```r
install.packages('thief', dependencies = TRUE)
```

You can install the **development** version from
[Github](https://github.com/robjhyndman/thief)

```r
# install.packages("devtools")
devtools::install_github("robjhyndman/thief")
```

## Usage

```s
library(thief)
thief(USAccDeaths)
```

## License

This package is free and open source software, licensed under GPL 3.