tidyverts / tidyverts/fabletools
can reconcile() be used for distributional forecasts
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@mitchelloharawild is already working on this.
Since Nov 8, 2021.
enhancement
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Description
I would like to know if reconcile() can be used with distributional forecasts.
As a reproducible example I took the m5 data and generated naive forecasts for total, ca, wi, and tx. The total is the sum of the three states. I generated 8000 samples over a 10 day forecast horizon. The data set can be grabbed with the following.
wget https://storage.googleapis.com/data_xvzf/m5_hierarchical_forecast.csv
This is the head
ds rep y_sim_total y_sim_ca y_sim_tx y_sim_wi
1 2016-05-23 0 42171. 15851 13205. 13970.
2 2016-05-23 1 30535. 13646. 13284. 13211.
3 2016-05-23 2 44897. 16215. 13132. 12586.
4 2016-05-23 3 39906. 16860. 11361. 13291.
5 2016-05-23 4 47499. 18238. 13715. 13108.
6 2016-05-23 5 46119. 18963. 9978. 11286.
7 2016-05-23 6 46307. 18532. 13197. 12959.
8 2016-05-23 7 35262. 18930. 11556. 9308.
9 2016-05-23 8 43877. 18618. 11755. 14966.
Can I use the reconcile() function to reconcile these forecasts to the total?
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