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Non-negative Reconciliation Forecast

Open negodfre opened this issue 2 years ago • 0 comments

Is your feature request related to a current problem? Please describe. Current MinT reconciliation methods don't assume non-negative values

Describe proposed solution non_negative_reconcile https://www.youtube.com/watch?v=5jB09R-sKOc&ab_channel=InternationalInstituteofForecasters

Describe potential alternatives This method is implemented in the 'hts' package in R hts_cran_package_implement

negodfre avatar Oct 02 '23 09:10 negodfre