Nixtla/hierarchicalforecast v0.4.0

on GitHub

New Features

• Sparse Reconciliation @mcsqr (#210)
• [FEAT] Probabilistic Forecasting Util Functions @dluuo (#195)
• [FEAT] NeuralForecast Compatibility and Example Notebook @dluuo (#188)

Bug Fixes

• fix aggregate function @jmoralez (#232)
• [FIX] Aggregate unbalanced datasets @FedericoGarza (#190)
• Fix assignment to unbound variable @nickto (#187)

Documentation

• [Doc] Updated FavoritaComplete evaluation @kdgutier (#220)
• [Doc] Added baseline version detail for replicability @kdgutier (#218)
• [Doc] Added HierE2E Favorita baseline @kdgutier (#217)
• [Doc] aggregate showdoc + external reconciliation tutorials' improvements @kdgutier (#214)
• [Doc] First iteration of HierE2E baseline execution + Documentation detail improvements @kdgutier (#212)
• [Doc] Added baseline experiments and minor protection to Normality reconciler @kdgutier (#203)
• [FEAT] HierarchicalForecast With GluonTS Example Notebook @dluuo (#200)
• [Doc] Fix intro installation typo @kdgutier (#193)

Enhancement

• Fixes for large datasets @mcsqr (#229)
• Rename MSSE into RelMSE, add new implementation of MSSE @nickto (#185)
• [FEAT] Core Numeric Type and Null Protections @dluuo (#181)