Currently my data is in the following Data Frame
I am trying to create a hierarchal forecast model and one of the first things I need to do is create nodes for it to roll up appropriately
I have converted it to a time series doing the following below
myts <- ts(df,start = c(2014,1),end = c(2022,5),frequency = 12).
I want my two columns "exi" and "new" to be on the same level (level 1) and roll up to total. Though I am having issues understanding the structure on how to do that when using characters.
y <- hts(myts, characters = c(3,0) )
In this case, how would I specify the level and the number of nodes on the level?
CodePudding user response：
This will do it.
library(hts)
df <- cbind(new=rnorm(101), exi=rnorm(101))
myts <- ts(df, frequency=12, start=2014)
hts(myts, nodes=list(2))
#> Since argument characters are not specified, the default labelling system is used.
#> Hierarchical Time Series
#> 2 Levels
#> Number of nodes at each level: 1 2
#> Total number of series: 3
#> Number of observations per series: 101
#> Top level series:
#> Jan Feb Mar Apr May
#> 2014 1.059021025 0.070720551 0.943501576 1.281006621 0.077826858
#> 2015 -2.571193569 -3.521491556 0.437805199 0.634686127 0.335985240
#> 2016 3.275815702 3.718421177 -0.397562597 -1.594078028 0.313479815
#> 2017 -0.105944528 -1.848429387 -2.068280839 -2.373310605 -2.533045431
#> 2018 0.158463797 0.506874814 -0.676238180 -1.642189637 1.058472963
#> 2019 -0.172692203 0.624001783 -0.964404368 2.280085589 -0.155924897
#> 2020 -2.220163820 0.136283001 1.762032698 0.424643151 -1.599905992
#> 2021 1.637001865 -2.631796024 1.123368365 -1.261582780 -0.292671546
#> 2022 -0.001872089 -1.744886881 -0.482440605 -0.112014784 -1.682054917
#> Jun Jul Aug Sep Oct
#> 2014 2.257358427 0.417126947 -0.513870167 -0.061706537 0.812069716
#> 2015 0.083398529 2.061362529 -2.334635491 -1.832884832 -0.374096584
#> 2016 1.399752967 -0.226514090 -0.175373983 0.032604708 1.666988822
#> 2017 -0.005404140 -1.886962968 0.586309402 -0.346177278 2.484535524
#> 2018 -0.463699811 -0.259065966 -1.644560411 0.744973289 1.414781985
#> 2019 -1.770046964 -0.198155900 0.624782718 -3.146784932 0.706044061
#> 2020 -0.308583086 0.709494594 -1.080280409 0.469290221 0.012920335
#> 2021 -0.656702788 -1.597220350 -0.581150271 0.423158948 0.303229563
#> 2022
#> Nov Dec
#> 2014 -0.663937133 -1.505427051
#> 2015 0.965955466 0.584356013
#> 2016 -2.183735185 -0.158921087
#> 2017 1.150508529 0.355272166
#> 2018 -0.103622748 -2.213258534
#> 2019 -2.749029384 1.587499512
#> 2020 -0.946231453 1.333822797
#> 2021 -0.294289414 1.999698540
#> 2022
Created on 2022-06-10 by the reprex package (v2.0.1)
You don't actually need the nodes argument here, as it will assume there are only 2 levels by default.
The characters argument is designed to be used when there are more than 2 levels, and the column names contain the structural information about each series.