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Zero forecast for middle level time series using optimal reconciliation

Open alishametkari opened this issue 2 years ago • 2 comments

I am using optimal_combination function with OLS method on the forecast to reconcile it. For some datasets I am getting zero forecasts for all middle levels time series. Why is it so? What can I do to fix it? Can anyone please help.

Using this code https://scikit-hts.readthedocs.io/en/latest/usage.html#reconcile-pre-computed-forecasts

alishametkari avatar Dec 28 '22 08:12 alishametkari

@carlomazzaferro can you help on this.

alishametkari avatar Jan 13 '23 13:01 alishametkari

@carlomazzaferro can you help on this.

I unfortunately do not have time anymore to dedicate to this project, contributions are welcome

carlomazzaferro avatar May 12 '23 07:05 carlomazzaferro