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[ENH] hierarchical mtype generator #2093

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merged 4 commits into from Mar 8, 2022

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ltsaprounis
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@ltsaprounis ltsaprounis commented Feb 19, 2022

Reference Issues/PRs

See also #1738

What does this implement/fix? Explain your changes.

Implements a synthetic data generator for the hierarchical mtype

TO-DOs:

  • Unequal length
  • Docstring
  • Unit tests

@ltsaprounis ltsaprounis changed the title make hierarchical function [ENH] hierarchical mtype generator Feb 19, 2022
@ltsaprounis ltsaprounis added module:datasets&loaders data sets and data loaders module:datatypes datatypes module: data containers, checkers & converters labels Feb 20, 2022
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@fkiraly fkiraly left a comment

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Looks great!

Can you write a docstring, please?
(some things I really have to guess...)

@danbartl
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danbartl commented Feb 24, 2022

Hi thanks looks great and really helpful!

Regarding time series to have unequal time index: Guess it could make sense, since hierarchical reconciliation does not really care about different lengths (as long as fh is the same)

@ltsaprounis
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Addressed the comments from @fkiraly and @danbartl.
Will add some unit tests before requesting the next round of reviews.

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Looks great, very useful, thanks!

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module:datasets&loaders data sets and data loaders module:datatypes datatypes module: data containers, checkers & converters
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3 participants