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Reconciler

API referenceSource
Unequal length

Hierarchical reconciliation transformer.

Quickstart

python
from sktime.transformations.hierarchical.reconcile import Reconciler

estimator = Reconciler(method='bu')

Parameters(1)

method{“bu”, “ols”, “wls_str”, “td_fcst”}, default=”bu”

The reconciliation approach applied to the forecasts

  • "bu" - bottom-up

  • "ols" - ordinary least squares

  • "wls_str" - weighted least squares (structural)

  • "td_fcst" - top down based on (forecast) proportions

Examples

>>> from sktime.forecasting.trend import PolynomialTrendForecaster
>>> from sktime.transformations.hierarchical.reconcile import Reconciler
>>> from sktime.transformations.hierarchical.aggregate import Aggregator
>>> from sktime.utils._testing.hierarchical import _bottom_hier_datagen
>>> agg = Aggregator ()
>>> y = _bottom_hier_datagen (
... no_bottom_nodes = 3,
... no_levels = 1,
... random_seed = 123,
... )
>>> y = agg. fit_transform (y)
>>> forecaster = PolynomialTrendForecaster ()
>>> forecaster. fit (y) PolynomialTrendForecaster(
... )
>>> prds = forecaster. predict (fh = [1 ])
>>> # reconcile forecasts
>>> reconciler = Reconciler (method = "ols")
>>> prds_recon = reconciler. fit_transform (prds)

References

  1. [1 ] https://otexts.com/fpp3/hierarchical.html