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[FIX] Improve `Introduction to Hierarchical Forecasting`

Open AzulGarza opened this issue 2 years ago • 1 comments

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.

AzulGarza avatar Oct 29 '22 22:10 AzulGarza

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.

El-Don-Quijote avatar Apr 01 '23 12:04 El-Don-Quijote