MiddleOutReconciler

Reconciliation using a middle-out approach.

Quickstart

from sktime.transformations.hierarchical.reconcile import MiddleOutReconciler

estimator = MiddleOutReconciler(middle_level: int, middle_bottom_reconciler: BaseTransformer=None)

Parameters(2)

middle_levelint

The level at which to split the hierarchy for reconciliation.

middle_bottom_reconcilerBaseTransformer

The transformer to use for each subtree below the middle-level totals.

Examples

>>> from sktime.transformations.hierarchical.reconcile import (
... MiddleOutReconciler)
>>> from sktime.utils._testing.hierarchical import _make_hierarchical
>>> from sktime.forecasting.naive import NaiveForecaster
>>> from sktime.transformations.hierarchical.aggregate import Aggregator
>>> y = _make_hierarchical (hierarchy_levels = (2, 2, 4))
>>> pipe = MiddleOutReconciler (middle_level = 1) * NaiveForecaster ()
>>> pipe = pipe. fit (y)
>>> y_pred = pipe. predict (fh = [1, 2, 3 ])