Bottom-up reconciliation of a hierarchical forecast

$$\tilde{y} = S\hat{y}_{\mathrm{bottom}}$$ Hyndman & Athanasopoulos, FPP 3rd ed., Sec. 11.3.

Usage

Bottomup(bottoms, S)

Arguments

bottoms: Bottom-level forecasts, length m.
S: Summing matrix, k x m.

Value

Named list with estimate, total, bottom, n, method.

References

Hyndman & Athanasopoulos, FPP3, Sec. 11.3.

Examples

S <- rbind(c(1, 1, 1), c(1, 1, 0), c(0, 0, 1), diag(3))   # total, two aggregates, the bottoms
Bottomup(bottoms = c(10, 20, 30), S = S)
#> $estimate
#> [1] 60 30 30 10 20 30
#> 
#> $total
#> [1] 60
#> 
#> $bottom
#> [1] 10 20 30
#> 
#> $n
#> [1] 6
#> 
#> $method
#> [1] "Bottom-up reconciliation S yhat -- Hyndman & Athanasopoulos, FPP3 Sec. 11.3"
#>