hierarchy - R HTS package: combinef and aggts not working with gts object -
i'm trying apply combinef , aggts functions r hts package time series matrix in order obtain optimized set of forecasts across hierarchy. i've run same code every month without issue, , seeing errors after upgrading hts package v4.5.
reproducible example (i can share data file offline if needed)
#read in forecast data levels of hierarchy# fcast<-read.csv("samplehierarchyforecast.csv", header = true, check.names = false) #convert time series# fcast<-ts(fcast, start = as.numeric(2010.25) + (64)/12, end = as.numeric(2010.25) + (75)/12, f= 12) #create time series of bottom level of hierarchy# index<-c() fcastbottom<-fcast (i in 1:length(fcastbottom [1,])) { if(nchar(colnames(fcastbottom)[i])!=28) index[i]<-i else index[i]<-0 } fcastbottom<-fcastbottom[,-index] #create grouped time series bottom level forecast # gtsforecast <- gts(fcastbottom, characters = list(c(12,12), c(4)), gnames = c("category", "item", "customer", "category-customer")) #use combinef function optimally combine full hierarchy forecast using groups full hierarchy gts# combo <- combinef(fcast, groups = gtsforecast$groups) *warning message: in mapply(rep, as.list(gnames), times, simplify = false) : longer argument not multiple of length of shorter* traceback() 2: stop("argument fcasts requires forecasts.") 1: combinef(fcast, groups = gtsforecast$groups)
there's little bug when comebinef()
function calls gts()
. i've fixed on github. can run own code above without trouble after updating the development version.
alternatively, need tweak code bit if don't want install newest version.
combo <- combinef(fcast, groups = gtsforecast$groups, keep = "bottom") combo <- ts(combo, start = as.numeric(2010.25) + (64)/12, end = as.numeric(2010.25) + (75)/12, f = 12) colnames(combo) <- colnames(fcastbottom) newgtsforecast <- gts(combo, characters = list(c(12,12), c(4)), gnames = c("category", "item", "customer", "category-customer")) aggregate <- aggts(newgtsforecast)
hope helps.
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