Open alishametkari opened 1 year ago
I am using optimal_combination function with OLS method on the forecast to reconcile it. For some datasets I am getting zero forecasts for all middle levels time series. Why is it so? What can I do to fix it? Can anyone please help.
Using this code https://scikit-hts.readthedocs.io/en/latest/usage.html#reconcile-pre-computed-forecasts
@carlomazzaferro can you help on this.
I unfortunately do not have time anymore to dedicate to this project, contributions are welcome
I am using optimal_combination function with OLS method on the forecast to reconcile it. For some datasets I am getting zero forecasts for all middle levels time series. Why is it so? What can I do to fix it? Can anyone please help.
Using this code https://scikit-hts.readthedocs.io/en/latest/usage.html#reconcile-pre-computed-forecasts