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Nixtla / hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
https://nixtlaverse.nixtla.io/hierarchicalforecast
Apache License 2.0
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Fuse sparse methods into dense methods #110

Open kdgutier opened 2 years ago

kdgutier commented 2 years ago

Some methods like TopDown, BottomUp, ERM benefit a lot from sparse matrix operations.

Luckily the numpy's and scipy.sparse's matrix multiplications can both be expressed with .dot method.

It would be convenient to make the HierarchicalForecast library agnostic to the method's sparsity by changing all the corresponding matrix multiplications.

elephaint commented 1 week ago

As of #277, #284 and #281 a number of sparse methods are available as a separate method, using a small wrapper around the base reconciliation class.

Agree that it maybe better to fuse these classes.