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pith:FCXHZXXT

pith:2026:FCXHZXXTUXCXZUSZ43ADZESS6V
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FoReco and FoRecoML: A Unified Toolbox for Forecast Reconciliation in R

Daniele Girolimetto, Ines Wilms, Jeroen Rombouts, Yangzhuoran Fin Yang

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

C1strongest claim

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.

C2weakest assumption

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.

C3one line summary

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.

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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

28ae7cdef3a5c57cd259e6c03c9252f576bf6c37c2e62afa2c725c8c3f710683

Aliases

arxiv: 2604.27696 · arxiv_version: 2604.27696v2 · doi: 10.48550/arxiv.2604.27696 · pith_short_12: FCXHZXXTUXCX · pith_short_16: FCXHZXXTUXCXZUSZ · pith_short_8: FCXHZXXT
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/FCXHZXXTUXCXZUSZ43ADZESS6V \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 28ae7cdef3a5c57cd259e6c03c9252f576bf6c37c2e62afa2c725c8c3f710683
Canonical record JSON
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    "license": "http://creativecommons.org/licenses/by/4.0/",
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