github Nixtla/hierarchicalforecast v0.4.2

latest releases: v1.2.1, v.1.2.0, v1.1.0...
13 months ago

New Features

  • Add sparse top-down reconciliation via TopDownSparse @christopher-titchen (#277)
  • Decrease wall time of _get_PW_matrices for BottomUp and BottomUpSparse @christopher-titchen (#276)
  • Efficient MinTrace (ols/wls_var/wls_struct/mint_cov/mint_shrink) @elephaint (#264)

Documentation

Dependencies

Enhancement

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