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[FIX] Improve Introduction to Hierarchical Forecasting #103

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AzulGarza opened this issue Oct 29, 2022 · 1 comment
Open

[FIX] Improve Introduction to Hierarchical Forecasting #103

AzulGarza opened this issue Oct 29, 2022 · 1 comment
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@AzulGarza
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The Base predictions and Reconciliation sections don't have a complete explanation of the hierarchical reconciliation methodology. Ideas to improve those sections:

Base predictions:

  • Define what we mean by "base predictions".
  • Use a different model. By construction, the Naive model is coherent, so this model does not well motivate the use of hierarchical reconciliation. In particular, RandomWalkWithDrift could work.

Reconciliation

@AzulGarza AzulGarza self-assigned this Oct 29, 2022
@El-Don-Quijote
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Thank you for raising this one, I just noticed the same thing. Some difference between the Naive and the Naive/Bottum Up forecasts would be more illustrative.

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