Hi @Ginger Holt and @Hector G. LOPEZ-RUIZ I added numerical protections to

MinTrace

, available now in HierarchicalForecast's main. The origin of the error are series with very low insample residual variance. Example

y_model=[1,1,1,1] y_hat=[1,1,1,1]

. You can force MinTrace to run in such scenarios with the following: • I added the

mint_shr_ridge

parameter to

MinTrace

class, that forces the covariance matrix to be invertible. In case you want to numerically force the method. • Another trick that helped me in the past on these ill conditioned variance matrix is to add white noise to

Y_df['y']

that works almost like the

mint_shr_ridge

, but in a stochastic version. Hope this helps