New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
[ENH] hierarchical mtype generator #2093
Conversation
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Looks great!
Can you write a docstring, please?
(some things I really have to guess...)
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) |
…into synthetic-multiindex
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Looks great, very useful, thanks!
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: