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Published 20 hours ago • verified publisher icon Nixtla

[<Library component: Models|Core|etc...>] Enhancement request: Include Elasso Algorithm

Open lanzalibre opened this issue 7 months ago • 2 comments

Description

Enclude Elasso algorithm as per https://www.monash.edu/__data/assets/pdf_file/0003/3611901/Optimal-forecast-reconciliation-with-time-series-selection.pdf

Use case

No response

lanzalibre avatar Jul 22 '24 09:07 lanzalibre