incorporating hierarchical time series data

kLabUM / rrcf

🌲 Implementation of the Robust Random Cut Forest algorithm for anomaly detection on streams

https://klabum.github.io/rrcf/

MIT License

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incorporating hierarchical time series data #68

Open p9anand opened 4 years ago

p9anand commented 4 years ago

Hi, Thanks for this wonderful library. I have a use case where my time series is in the hierarchical format. means first i have to predict on country level then state level and on city level. How can we use this library in this scenario?