I don't know of any prepackaged functions to do this, but I have done
this with some success,
using compositional methods: forecasting the total, and then
forecasting the compositions.,, with compositional
data analysis.
The package compositions or robCompositions
might be usefull. Or not.
Kjetil B Halvorsen
On Tue, Dec 15, 2009 at 10:13 PM, zubin <binabina at bellsouth.net>
wrote:> Hello, does anyone know of any R routines capable of whats called
> Hierarchical Forecasting, reconciling the different hierarchies.
>
> Example: A top down forecast where the corporate forecast is created and
> then all the regions within the corporate entity are also forecasted,
> with the constraint they sum to the corporate forecast.
>
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