Home: https://github.com/Nixtla/hierarchicalforecast/tree/main/
Package license: MIT
Feedstock license: BSD-3-Clause
Summary: Hierarchical Methods Time series forecasting
Development: https://github.com/Nixtla/hierarchicalforecast
Documentation: https://nixtla.github.io/hierarchicalforecast/
HierarchicalForecast offers a collection of reconciliation methods,
including BottomUp
, TopDown
, MiddleOut
, MinTrace
and ERM
.
-
Classic reconciliation methods:
BottomUp
: Simple addition to the upper levels.TopDown
: Distributes the top levels forecasts trough the hierarchies.
-
Alternative reconciliation methods:
MiddleOut
: It anchors the base predictions in a middle level. The levels above the base predictions use the bottom-up approach, while the levels below use a top-down.MinTrace
: Minimizes the total forecast variance of the space of coherent forecasts, with the Minimum Trace reconciliation.ERM
: Optimizes the reconciliation matrix minimizing an L1 regularized objective.
PyPI: https://pypi.org/project/hierarchicalforecast/
All platforms: |
|
Name | Downloads | Version | Platforms |
---|---|---|---|
Installing hierarchicalforecast
from the conda-forge
channel can be achieved by adding conda-forge
to your channels with:
conda config --add channels conda-forge
conda config --set channel_priority strict
Once the conda-forge
channel has been enabled, hierarchicalforecast
can be installed with conda
:
conda install hierarchicalforecast
or with mamba
:
mamba install hierarchicalforecast
It is possible to list all of the versions of hierarchicalforecast
available on your platform with conda
:
conda search hierarchicalforecast --channel conda-forge
or with mamba
:
mamba search hierarchicalforecast --channel conda-forge
Alternatively, mamba repoquery
may provide more information:
# Search all versions available on your platform:
mamba repoquery search hierarchicalforecast --channel conda-forge
# List packages depending on `hierarchicalforecast`:
mamba repoquery whoneeds hierarchicalforecast --channel conda-forge
# List dependencies of `hierarchicalforecast`:
mamba repoquery depends hierarchicalforecast --channel conda-forge
conda-forge is a community-led conda channel of installable packages. In order to provide high-quality builds, the process has been automated into the conda-forge GitHub organization. The conda-forge organization contains one repository for each of the installable packages. Such a repository is known as a feedstock.
A feedstock is made up of a conda recipe (the instructions on what and how to build the package) and the necessary configurations for automatic building using freely available continuous integration services. Thanks to the awesome service provided by Azure, GitHub, CircleCI, AppVeyor, Drone, and TravisCI it is possible to build and upload installable packages to the conda-forge Anaconda-Cloud channel for Linux, Windows and OSX respectively.
To manage the continuous integration and simplify feedstock maintenance
conda-smithy has been developed.
Using the conda-forge.yml
within this repository, it is possible to re-render all of
this feedstock's supporting files (e.g. the CI configuration files) with conda smithy rerender
.
For more information please check the conda-forge documentation.
feedstock - the conda recipe (raw material), supporting scripts and CI configuration.
conda-smithy - the tool which helps orchestrate the feedstock.
Its primary use is in the construction of the CI .yml
files
and simplify the management of many feedstocks.
conda-forge - the place where the feedstock and smithy live and work to produce the finished article (built conda distributions)
If you would like to improve the hierarchicalforecast recipe or build a new
package version, please fork this repository and submit a PR. Upon submission,
your changes will be run on the appropriate platforms to give the reviewer an
opportunity to confirm that the changes result in a successful build. Once
merged, the recipe will be re-built and uploaded automatically to the
conda-forge
channel, whereupon the built conda packages will be available for
everybody to install and use from the conda-forge
channel.
Note that all branches in the conda-forge/hierarchicalforecast-feedstock are
immediately built and any created packages are uploaded, so PRs should be based
on branches in forks and branches in the main repository should only be used to
build distinct package versions.
In order to produce a uniquely identifiable distribution:
- If the version of a package is not being increased, please add or increase
the
build/number
. - If the version of a package is being increased, please remember to return
the
build/number
back to 0.