Using hierarchicalforecast, with MiddleOut (foreca...

# generalm

Manuel

09/07/2023, 8:11 PMUsing hierarchicalforecast, with MiddleOut (forecast proportions) reconciliation, it happened that for a certain point the second-to-last level has a forecasted value of 4 and the last (lowest) level, for the same timestep, has a forecasted value of over 7000 (I expect it to be equal or lower than 4). Could it be related to some division by a value close to zero that is happening somewhere?

Manuel

09/08/2023, 5:52 AMThe problem was caused by some very small negative values close to zero (from the chart they looked like zero because they were very small). By clipping to zero as the minimum value, the problem seems to have been fixed.

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