I am trying to use the hts package for hierarchical forecasting , together to predict the different scales of the water supply network in order to harmonize the forecasts. A water network consists of flow meters that measure flow in a positive or negative state, and when we aggregate clean flows, this gives the domestic consumption of one neighborhood.
This is not a 100% hierarchical feeling, because: - the flowmeter is considered positive for a stream entering one neighborhood, but negative when leaving another neighborhood.
So, the structure is similar to this one, simplified with 3 flowmeters and two surroundings:
SO I tried to duplicate F2 meter, one positive and one negative, but the output is not satisfactory. How can I handle this?
m=structure(c(28, 20, 20, 17, 19, 22, 26, 38, 45, 45, 42, 38, 37, 37, 33, 29, 28, 31, 37, 40, 36, 31, 26, 23, 22, 15, 13, 11, 11, 12, 16, 22, 25, 24, 21, 19, 17, 16, 14, 13, 13, 14, 16, 17, 16, 13, 11, 8, 7, 7, 8, 8, 8, 8, 8, 9, 11, 11, 11, 12, 12, 12, 11, 11, 11, 10, 10, 9, 9, 9, 8, 5), .Dim = c(24L, 3L), .Dimnames = list( NULL, NULL)) m=cbind(m, -m[, 3]) m[,2]<- -m[,2] colnames(m) <- c("NaF1", "NbF3", "NbF2", "NaF2") hm <- hts(m, characters=c(2, 2)) plot(hm); forecast(hm, fmethod="arima")$bts
As you can see, the F2 forecast differs in the positive and negative directions, which makes no sense.
To clarify the structure of aggregation, here is grafcet: 