Add hierarchical time series reconciliation methods from R/hts: top-down and middle-out #2396
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
melopeo
requested review from
lostella,
rshyamsundar,
jaheba and
shubhamkapoor
melopeo
added
enhancement
lostella
requested changes
Oct 28, 2022
| @@ -99,6 +103,7 @@ def __init__( | |||
| period: int = None, | |||
| trunc_length: Optional[int] = None, | |||
| params: Optional[Dict] = None, | |||
| level: Optional[int] = None, | |||
There was a problem hiding this comment.
Could you add this to the docstring as well?
There was a problem hiding this comment.
Added level to docstring as requested.
lostella
approved these changes
Oct 28, 2022
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description of changes:
Addition of top-down and middle-out reconciliation methods for hierarchical time series, as done in R/hts package.
By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.
Please tag this pr with at least one of these labels to make our release process faster: feature