Coherent Forecast Combination for Linearly Constrained Multiple Time Series
Overview
Methods and tools designed to improve the forecast accuracy for a linearly constrained multiple time series, while fulfilling the linear/aggregation relationships linking the components (Girolimetto and Di Fonzo, 2024 doi:10.48550/arXiv.2412.03429). 'FoCo2' offers multi-task forecast combination and reconciliation approaches leveraging input from multiple forecasting models or experts and ensuring that the resulting forecasts satisfy specified linear constraints. In addition, linear inequality constraints (e.g., non-negativity of the forecasts) can be imposed, if needed.
- Every reconciliation function (
...,...) now returns an object of the new S3 classforeco, defined in FoReco. The objects are built through FoReco's exportednew_foreco_class()constructor and therefore integrate seamlessly with FoReco'sprint(),summary(),plot()andcomponents()methods.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-24
- ERROR12 OK, 1 ERROR2026-06-23
- OK13 OK2026-05-10
Show 4 earlier changesHide 4 earlier changes
- WARNING12 OK, 1 WARNING2026-05-09
- OK14 OK2026-03-25
- WARNING13 OK, 1 WARNING2026-03-19
- ERROR5 OK, 9 ERROR2026-03-10
Documentation
- Help pages
- 7includes a package overview page
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 80%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 71%
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 15
- Median days to close, 50 most recently updated closed PRs
- not measured
Stars over time
Forks over time
Releases over time
Issues over time
Commits over time
6 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/danigiro/foco2 on 2026-10-18.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-07-24
pkgdown site last built 2026-07-21
Dependencies
Code & Tests
People & History
Package metadata
- First published
- 2025-06-14
- Total releases
- 3 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.4
- Download size
- 28 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("FoCo2")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.