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Already have forecasts how to generate a set of revised forecasts that would aggregate consistently with the hierarchical structure #4

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jnuvenus opened this issue Oct 19, 2018 · 2 comments

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@jnuvenus
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I already generated independent base forecast for each series in the hierarchy, As these base forecasts are independently generated they will not be aggregate consistent" (i.e.,
they will not add up according to the hierarchical structure).I just want to generates a
set of revised forecasts that would aggregate consistently with the hierarchical structure. Can use you py funciton? I looking forward to hearing from u , thanks

@jnuvenus jnuvenus changed the title having forecasts how to generate a set of revised forecasts that would aggregate consistently with the hierarchical structure Already have forecasts how to generate a set of revised forecasts that would aggregate consistently with the hierarchical structure Oct 19, 2018
@sashaostr
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Hi @jnuvenus, I need the same - were you finally able to do it?

@tikwanleap
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Use the optimalComb function that is defined in the forecastFit.py file.

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