nredell / forecastML

An R package with Python support for multi-step-ahead forecasting with machine learning and deep learning algorithms
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reconcile_forecasts not found in forecastML #43

Closed satya-pattnaik closed 3 years ago

satya-pattnaik commented 3 years ago

I am using version 0.9.0, and the reconcile_forecasts is not a valid function. How to get access to v0.9.1 CRAN?

nredell commented 3 years ago

I'm not sure when I'll be able to get around to another CRAN release, but you can install the dev version with remotes::install_github("nredell/forecastML") to get this function.

The temporal hierarchical reconciliation should be solid, but I would consider the cross-sectional or grouped reconciliation experimental if I even left it in there.

On that note, the recently released FoReco package looks slick and is more fully featured than reconcile_forecasts(). I haven't used it, but the paper they put out is legit. A generic, dedicated reconciliation package like this is long overdue. I was sitting on the package name reconcileR for just this but alas someone beat me to it.

https://github.com/daniGiro/FoReco

satya-pattnaik commented 3 years ago

Thanks @nredell . The FoReco package seems to be really promising. I was searching for a MIT licensed package though, so that I can incorporate it into my products. Anyways will find a workaround. Thanks for the info!