pith:FCXHZXXT
FoReco and FoRecoML: A Unified Toolbox for Forecast Reconciliation in R
The R packages FoReco and FoRecoML supply a unified framework for forecast reconciliation that jointly handles cross-sectional, temporal, and cross-temporal cases with both linear and machine learning methods.
arxiv:2604.27696 v2 · 2026-04-30 · stat.CO · stat.AP · stat.ML
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Claims
The R packages FoReco and FoRecoML address this gap by offering a comprehensive and unified framework. The packages respectively implement classical and regression-based linear reconciliation approaches, and non-linear approaches based on machine learning for cross-sectional, temporal and cross-temporal frameworks.
That existing software lacked comprehensive joint support for cross-sectional, temporal, and cross-temporal reconciliation, and that the new packages correctly implement the referenced methods with sensible defaults while remaining flexible for experts.
FoReco and FoRecoML are R packages offering a unified toolbox for linear and non-linear forecast reconciliation across cross-sectional, temporal, and cross-temporal hierarchies.
Receipt and verification
| First computed | 2026-06-26T01:15:52.883488Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
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· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/FCXHZXXTUXCXZUSZ43ADZESS6V \
| jq -c '.canonical_record' \
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# expect: 28ae7cdef3a5c57cd259e6c03c9252f576bf6c37c2e62afa2c725c8c3f710683
Canonical record JSON
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