TopdownReconciler

Apply Topdown hierarchical reconciliation.

Quickstart

from sktime.transformations.hierarchical.reconcile import TopdownReconciler

estimator = TopdownReconciler(method='td_fcst')

Parameters(1)

methodstr, default=”td_fcst”

The method to use for reconciliation. - td_fcst: Forecast Proportions. - td_share: Topdown Share.

Examples

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

References

1. [1 ] Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: principles and practice. OTexts.