Feat/reconciliation

[hrzn]

Posthoc reconciliation mechanisms:

• Introduced hierarchy in TimeSeries (managed and stored similarly to static_covariates).
• Added 3 "Reconciliator" transformer objects:
  • BottomUpReconciliator,
  • TopDownReconciliator,
  • MinTReconciliator
    implementing the techniques presented here, including the various MinT methods (as well as an additional one called wls_val).
• Some minor improvements, such as:
  • simplifying TimeSeries.stack() to rely on concatenate()
  • repeating columns in a few places where it wasn't there (e.g. KalmanForecaster).

[codecov-commenter]

Codecov Report

Merging #1012 (9c0d52b) into master (a356389) will increase coverage by 0.10%.
The diff coverage is 98.95%.

@@            Coverage Diff             @@
##           master    #1012      +/-   ##
==========================================
+ Coverage   92.91%   93.01%   +0.10%     
==========================================
  Files          76       77       +1     
  Lines        7704     7833     +129     
==========================================
+ Hits         7158     7286     +128     
- Misses        546      547       +1     

Impacted Files	Coverage Δ
darts/models/filtering/moving_average.py	100.00% <ø> (ø)
darts/models/forecasting/baselines.py	88.00% <ø> (ø)
darts/models/forecasting/kalman_forecaster.py	100.00% <ø> (ø)
darts/models/forecasting/varima.py	97.95% <ø> (ø)
darts/utils/statistics.py	88.29% <ø> (ø)
darts/timeseries.py	92.09% <98.75%> (+0.23%)	⬆️
...arts/dataprocessing/transformers/reconciliation.py	99.01% <99.01%> (ø)
darts/dataprocessing/transformers/__init__.py	100.00% <100.00%> (ø)
...ocessing/transformers/fittable_data_transformer.py	96.66% <100.00%> (ø)
darts/dataprocessing/transformers/scaler.py	97.56% <100.00%> (ø)
... and 4 more

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[brunnedu]

Very cool addition! 🔥 Left a few minor remarks

[tackes]

Awesome Feature! Any documentation / notebook example on how to implement this and what the input datasets look like?