tidyverts / tidyverts/fabletools
Add support for reconciling disjoint hierarchies
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reconciliation
- Dominant language
- R
- Stars
- 98
- Forks
- 37
- PR merge metrics
- No merged PRs in 30d
Description
This seems to be unstable for some reason (non-positive-definite covariance), perhaps the .id is being used in reconciliation in some way.
library(fpp3)
tourism_stretch <- tourism %>%
stretch_tsibble(.init = 16)
fits <- tourism_stretch %>%
model(ets = ETS(Trips)) %>%
reconcile(ets_adj = min_trace(ets, method='wls'))
fc <- fits %>% forecast(h = 1)
fc %>% accuracy(tourism) %>%
group_by(.model) %>%
summarise(MASE = mean(MASE))
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by running the R reproduction in the issue, from tourism_stretch through reconcile and forecast, to observe the non-positive-definite covariance failure. Review the reconciliation entry point and related tests, if present; done means disjoint hierarchies reconcile and the shown forecasting workflow completes without the instability.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100