FoRecoML: Forecast Reconciliation with Machine Learning
Nonlinear forecast reconciliation with machine learning in cross-sectional (Spiliotis et al. 2021 <doi:10.1016/j.asoc.2021.107756>), temporal, and cross-temporal (Rombouts et al. 2024 <doi:10.1016/j.ijforecast.2024.05.008>) frameworks.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.4), Matrix, FoReco |
| Imports: | stats, cli, methods, randomForest, lightgbm, xgboost, mlr3, mlr3tuning, mlr3learners, paradox |
| Suggests: | testthat (≥ 3.0.0), ranger |
| Published: | 2026-04-21 |
| DOI: | 10.32614/CRAN.package.FoRecoML (may not be active yet) |
| Author: | Daniele Girolimetto
 [aut, cre],
Yangzhuoran Fin Yang
[aut],
Jeroen Rombouts
[aut],
Ines Wilms [aut] |
| Maintainer: | Daniele Girolimetto <daniele.girolimetto at unipd.it> |
| BugReports: | https://github.com/danigiro/FoRecoML/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/danigiro/FoRecoML, https://danigiro.github.io/FoRecoML/ |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | FoRecoML results |
Documentation:
| Reference manual: | FoRecoML.html , FoRecoML.pdf |
Downloads:
| Package source: | FoRecoML_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): FoRecoML_1.0.0.tgz, r-oldrel (x86_64): FoRecoML_1.0.0.tgz |
Linking:
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