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.
You can install the stable version on R CRAN.
install.packages('thief', dependencies = TRUE)
You can install the development version from Github
# install.packages("devtools") devtools::install_github("robjhyndman/thief")
This package is free and open source software, licensed under GPL 3.