Forecast Reconciliation with Machine Learning
Overview
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.
- Reworked the
print()andsummary()methods forrml_fitobjects, which now return a more informative, structured overview of the fitted reconciliation (framework, machine-learning approach, problem dimensions, features, training sample size, combination matrix and trained models). csrml(),terml()andctrml()now validate their arguments more strictly and fail with informative error messages that state the expected value and report the one actually supplied.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-25
- ERROR12 OK, 1 ERROR2026-06-23
- OK8 OK2026-04-22
Documentation
- Help pages
- 5includes a package overview page
- Examples that run
- 0%4 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 60%
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 10
- 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
7 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/danigiro/forecoml on 2026-10-11.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-07-13
pkgdown site last built 2026-07-08, before release 1.1.1 (2026-07-09)
Dependencies
Installing FoRecoML adds 47 packages (26 with compiled code, 30 MB of source tarballs). Heaviest: data.table 5.7 MB, palmerpenguins 2.9 MB, moocore 1.9 MB.
Code & Tests
People & History
Package metadata
- First published
- 2026-04-21
- Total releases
- 3 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.4
- Download size
- 33 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("FoRecoML")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 v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.