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I have multiple timeseries with total series dis-aggregated in multiple hierarchies. Two such hierarchies are shown below:

First Hierarchy Second hierarchy

These are hierarchies and not group.

How can I use the hts package to make reconciled forecasts?

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  • $\begingroup$ See Example 2 here: pkg.earo.me/hts/reference/gts-class.html $\endgroup$ – Rob Hyndman Mar 26 '18 at 10:44
  • $\begingroup$ Thank you for the hint, I did look at it. The problem I have is that I have 182 base time series. Different hierarchies in themselves have different levels and they use only few of these base hierarchies. The top level is the same for each hierarchy. $\endgroup$ – Pankaj Joshi Mar 26 '18 at 12:50

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