Ecosyste.ms: Packages
An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.
conda-forge.org : hierarchicalforecast
**HierarchicalForecast** offers a collection of reconciliation methods, including `BottomUp`, `TopDown`, `MiddleOut`, `MinTrace` and `ERM`. * Classic reconciliation methods: - `BottomUp`: Simple addition to the upper levels. - `TopDown`: Distributes the top levels forecasts trough the hierarchies. * Alternative reconciliation methods: - `MiddleOut`: It anchors the base predictions in a middle level. The levels above the base predictions use the bottom-up approach, while the levels below use a top-down. - `MinTrace`: Minimizes the total forecast variance of the space of coherent forecasts, with the Minimum Trace reconciliation. - `ERM`: Optimizes the reconciliation matrix minimizing an L1 regularized objective. PyPI: [https://pypi.org/project/hierarchicalforecast/](https://pypi.org/project/hierarchicalforecast/)
Registry
-
Source
- Homepage
- JSON
purl: pkg:conda/hierarchicalforecast
Keywords: bottomup, coherent, econometrics, erm, forecasting, forecasting-models, hierarchical, hierarchical-forecast, middleout, mint, permbu, probabilistic-models, python, reconciliation, statistics, time-series, time-series-forecasting, timeseries, topdown
License: Apache-2.0
Latest release: almost 2 years ago
First release: almost 2 years ago
Stars: 294 on GitHub
Forks: 35 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 5 days ago