Isaac
05/11/2023, 3:12 PMaggregate
adds leading, but do those zeros affect the statsforecast models? For instance if one TS started in January 2019 and other started in April 2019, the 2nd TS would have zeros added after using aggregate
, but do those zeros affect model performance?fede (nixtla) (they/them)
05/11/2023, 8:10 PMaggregate
the 2nd ts has zero values from January 2019 to April 2019? I think this is an unexpected behavior; those zeros will probably negatively impact the model’s performance. Could you help us open an issue on the github repo to investigate the problem? Here’s the link: https://github.com/Nixtla/hierarchicalforecast/issues/new
Thank you!Isaac
05/11/2023, 8:50 PMfede (nixtla) (they/them)
05/11/2023, 11:35 PMpip install git+<https://github.com/nixtla/hierarchicalforecast.git@189-aggregate-adds-leading-zeros-to-series-with-different-dates>
.
Please let us know if this helps or if something else needs to be clarified. :)Isaac
05/12/2023, 12:07 AMreconcile
still works as expected?aggregate
works as expected! But reconcile
fails. I added a reproducible example to my github issue.fede (nixtla) (they/them)
05/17/2023, 8:32 PMIsaac
05/18/2023, 1:22 PMfede (nixtla) (they/them)
06/06/2023, 5:19 PMIsaac
06/06/2023, 5:23 PMfede (nixtla) (they/them)
06/06/2023, 7:27 PMIsaac
07/06/2023, 2:49 PM