add logic to prevent overly large forecast in hts recon process

microsoft / finnts

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecasts for financial data.

https://microsoft.github.io/finnts

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add logic to prevent overly large forecast in hts recon process #147

Closed mitokic closed 9 months ago

mitokic commented 9 months ago

limits future forecast to less than or equal to 100 trillion. Which fixes hts recon issue when forecasts are astronomically large.