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Zero forecast for middle level time series using optimal reconciliation #93

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alishametkari opened this issue Dec 28, 2022 · 2 comments
Open

Zero forecast for middle level time series using optimal reconciliation #93

alishametkari opened this issue Dec 28, 2022 · 2 comments
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@alishametkari
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alishametkari commented Dec 28, 2022 •
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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 alishametkari added the bug Something isn't working label Dec 28, 2022
@alishametkari
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@carlomazzaferro can you help on this.

@carlomazzaferro
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@carlomazzaferro can you help on this.

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

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@carlomazzaferro @alishametkari