R-time object with two time dimensions

Question

When you study the forecast of time series, you most often have to deal with two times: the time when you publish your forecast and the time at which you make your forecast. These two times are not regularly selected as a whole.

Which R object do you propose to solve these two times? Indicate advantages and disadvantages. If the object does not exist, how should I use the existing S4 object to create what I need?

Thank you in advance for sharing experience with R with this type of data.

Answer 1

zoo package is useful for working with irregularly selected time series.

Do you use problem time or forecast time if , , , R; , .

. Rosetta S4. , .

(, , )