/IJF_VN525

The monthly time series reconciliation of the Australian Tourism Flows disaggregated by geographic divisions and purpose of travel

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IJF_VN525

Forecast combination based reconciliation of the monthly Australian Tourism Demand series disaggregated by geographic divisions and purpose of travel (Di Fonzo and Girolimetto, 2024)

The forecast reconciliation is performed using FoReco 0.2.2.

Files

  • VN525.RData: Australian Tourism Flows dataset (Visitor Nights)
  • Ctools555.RData: tools to balance the C matrix (VN525 -> VN555)
  • BaseForecasts:
    • ETSlev/VN525_base_ets_lev.R: ETS base forecasts
    • ETSlev/VN555/VN555_base.R: VN555 ETS levels and SA base forecasts
    • VN525_features_residuals.R: Seasonal Average residuals
    • VN525_features.R: Seasonal Average forecasts
  • Reconciliation:
    • ETSlev:
      • VN555_cslccd_bCCCred.R: LCC with ETS bts (exogenous)
      • VN555_cslccd_bLCC.R: LxCC with ETS bts (x = level number, exogenous)
      • VN555_cslccd_bLCCendo.R: LxCC with ETS bts (x = level number, endogenous)
      • VN555_cslccd_bCCCred_endo.R: LCC with ETS bts (endogenous)
      • VN555_cslccd_mean_red.R: LCC with SA bts (exogenous)
      • VN555_cslccd_mean_red_endo.R: LCC with SA bts (endogenous)
      • VN555_cslccd_mean.R: CCC with SA bts (exogenous and endogenous)
      • VN555_cslccd_mLCC.R: LxCC with SA bts (x = level number, exogenous)
      • VN555_cslccd_mLCCendo.R: LxCC with SA bts (x = level number, endogenous)
      • VN555_cslccd.R: CCC with ETS bts and CCCH (exogenous and endogenous)
      • VN525_htsrec_mean.R: cross-sectional reconciliation with SA bts
      • VN525_htsrec.R: cross-sectional reconciliation with ETS bts
      • VN555_CCCmix_red.R: sample average of LCC (SA + ETS bts, exogenous)
      • VN555_CCCmix_red_endo.R: sample average of LCC (SA + ETS bts, endogenous)
      • VN555_CCCmix.R: sample average of CCC (SA + ETS bts, exogenous)
      • VN555_CCCmix_endo.R: sample average of CCC (SA + ETS bts, endogenous)
      • VN525_csmix.R: sample average of the cross-sectional reconciliation (SA + ETS bts)
    • function: functions for score/VN525_scores_ETSlev.R
    • score/VN525_scores_ETSlev.R: returns the scores’ dataset

References

Di Fonzo, T. and Girolimetto D. (2024). Forecast combination based forecast reconciliation: insights and extensions, International Journal of Forecasting, 40(2), pp. 490-514. doi:10.1016/j.ijforecast.2022.07.00