search

carlomazzaferro / scikit-hts

Hierarchical Time Series Forecasting with a familiar API
MIT License
219 stars 38 forks source link

Zero forecast for middle level time series using optimal reconciliation #93

Open alishametkari opened 1 year ago

alishametkari commented 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

alishametkari commented 1 year ago

@carlomazzaferro can you help on this.

carlomazzaferro commented 1 year ago

@carlomazzaferro can you help on this.

I unfortunately do not have time anymore to dedicate to this project, contributions are welcome