hierarchicalforecast
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[FIX] Improve `Introduction to Hierarchical Forecasting`
The Base predictions
and Reconciliation
sections don't have a complete explanation of the hierarchical reconciliation methodology. Ideas to improve those sections:
Base predictions:
- Define what we mean by "base predictions".
- Use a different model. By construction, the
Naive
model is coherent, so this model does not well motivate the use of hierarchical reconciliation. In particular,RandomWalkWithDrift
could work.
Reconciliation
- Show that the base forecasts are not coherent, using
plot_hierarchical_predictions_gap
(fix #85 first). - Explain the methods used for reconciliation. In this case, the explanation for BottomUp is missing.
Thank you for raising this one, I just noticed the same thing. Some difference between the Naive and the Naive/Bottum Up forecasts would be more illustrative.