hts non-conformable arrays forecast

Question

Hi everyone I am trying to calculate the accuracy statistics for Hierarchical Time Series, using the hts package, but I get an error that says "Error in x - fcasts : non-conformable arrays".

library(hts)
abc <- matrix(sample(1:100, 32*140, replace=TRUE), ncol=32)
colnames(abc) <- c(
  paste0("A0",1:5), 
  paste0("B0",1:9),"B10",
  paste0("C0",1:8),
  paste0("D0",1:5),
  paste0("E0",1:4)
)
abc <- ts(abc, start=2019, frequency=365.25/7)
x <- hts(abc, characters = c(1,2))

data <- window(x, start = 2019.000, end = 2021.166)
test <- window(x, start = 2021.185)
fcasts <- forecast(data, h = 20, method = "bu")
accuracy(fcasts, test)
accuracy(fcasts test, levels = 1)

Then the error message is:

> data <- window(x, start = 2019.000, end = 2021.166)
> test <- window(x, start = 2021.185)
> fcasts <- forecast(data, h = 20, method = "bu")
There were 32 warnings (use warnings() to see them)
> accuracy(fcasts, test)
Error in x - fcasts : non-conformable arrays
> accuracy(fcasts, test, levels = 1)
Error in x - fcasts : non-conformable arrays

Thank you

Answer 1

This is a bug in the hts package, which I've now fixed in the dev version (https://github.com/earowang/hts/commit/3f444cf6d6aca23a3a7f2d482df2e33bb078dc55).

Using the CRAN version, the problem is avoided by using the same forecast horizon (h) as the length of the test set.

There was another bug in accuracy() triggered by weekly data which I've also fixed.

Answer 2

I think the problem occurs because of the list object for fcasts and test.

Try this:

accuracy(fcasts$bts, test$bts)
accuracy(fcasts$bts, test$bts, levels = 1)