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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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Cross-termporal forecasting #282

Open ncooder opened 1 month ago

ncooder commented 1 month ago

Description

Add the cross- and termporal forecasting based on R packages: thief MAPA FoReco

Use case

No response

elephaint commented 1 month ago

@ncooder Thanks for the suggestion, you are very right for suggesting this - it's my top priority of next feature to add.

christophertitchen commented 1 month ago

@ncooder @elephaint I agree, adding temporal and cross-temporal forecast reconciliation would be a nice feature, especially for long-range forecasts.

marcozanotti commented 6 days ago

Hi,
will THIEF and MAPA be available soon in Nixtla? Those are really breaking methods sometimes. Thanks for all your work.