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I want to use Bootstrap() as a reconcilers to do my probabilistic hierarchical forecast, but when I write as the following, it shows error.
So I want to know whether HierarchicalReconciliation can support Bootstrap as reconcilers and how can I change my code, thanks!
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I want to use Bootstrap() as a reconcilers to do my probabilistic hierarchical forecast, but when I write as the following, it shows error.
So I want to know whether HierarchicalReconciliation can support Bootstrap as reconcilers and how can I change my code, thanks!
reconcilers = [ BottomUp(), Bootstrap(S=S_df, P=P_df, y_hat=Y_hat, y_insample=Y_insample, y_hat_insample=Y_hat_insample), ] hrec = HierarchicalReconciliation(reconcilers=reconcilers) Y_rec_df = hrec.reconcile(Y_hat_df = Y_hat_df, Y_df=Y_fitted_df, S=S_df, tags=tags, level=[90])
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