Question

I'm trying to create the node structure for a hts—can anyone help me get this right?

The hierarchy I am working with has 4 levels (excluding total).

Category => Sub_category => Product_type => Product

I can simplify it to the following for reproducibility:

structure <- data.frame(H1 = rep(1:2, rep(12, 2)),
                        H2 = rep(1:4, rep(6, 4)),
                        H3 = rep(1:8, rep(3, 8)),
                        H4 = 1:24)

Given the above structure, how can I construct the node argument for hts()? I've read the documentation but still can't quite get my head around it for structures with more than 2 levels. There's an old question along these lines, for which the answer is now out of date (I think).

Many thanks.

Was it helpful?

Solution

According to the structure data frame, it uses the following node structure:

nodes <- list(2, rep(2, 2), rep(2, 4), rep(3, 8)) 

Each element of the list gives the number of children for each node at that level.

It becomes clearer if a tree plot can be drawn before making a list of nodes:

=> A
  => AA
    => AAA
      => 3 bottom time series
    => AAB
      => 3 bottom time series
  => AB
    => ABA
      => 3 bottom time series
    => ABB
      => 3 bottom time series
=> B
  => BA
    => BAA
      => 3 bottom time series
    => BAB
      => 3 bottom time series
  => BB
    => BBA
      => 3 bottom time series
    => BBB
      => 3 bottom time series

I hope that helps in constructing a node structure with more than 2 levels.

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