Bersu T
02/25/2025, 12:12 PMBersu T
02/25/2025, 12:12 PMjan rathfelder
02/25/2025, 12:14 PMjan rathfelder
02/25/2025, 12:25 PMBersu T
02/25/2025, 12:32 PMjan rathfelder
02/25/2025, 12:40 PMBersu T
02/25/2025, 1:33 PMjan rathfelder
02/25/2025, 1:38 PMOlivier
02/25/2025, 5:11 PMBersu T
02/26/2025, 2:25 PMBersu T
02/26/2025, 2:26 PMOlivier
02/26/2025, 2:27 PMBersu T
02/26/2025, 2:28 PMpython
reconcilers = [
MinTrace(method="ols")
]
hrec = HierarchicalReconciliation(reconcilers=reconcilers)
[(2)](https://nixtlaverse.nixtla.io/nixtla/docs/tutorials/hierarchical_forecasting.html#3-hierarchical-forecasting-with-timegpt)
The other methods may fail due to:
1. Zero-inflated time series [(1)](https://github.com/Nixtla/hierarchicalforecast/issues/225)
2. Covariance matrix invertibility issues [(3)](https://github.com/Nixtla/hierarchicalforecast/issues/223)
For MinTraceSparse specifically, there are known limitations with certain methods [(4)](https://github.com/Nixtla/hierarchicalforecast/issues/239) . While it's available through GitHub installation, it may still have similar underlying issues with non-OLS methods.
Would you like me to explain more about why OLS tends to be more stable, or would you prefer to explore alternative reconciliation approaches? this is what you said last time. i want to explore other mint methodsOlivier
02/26/2025, 2:29 PMOlivier
02/26/2025, 2:42 PM.reconcile
with the Y_df
argumentBersu T
02/26/2025, 3:15 PMOlivier
02/26/2025, 4:06 PM