`MinTrace` fails for zero-inflated Time Series with `res_methods` in `['wls_var', 'mint_cov', 'mint_shrink']` about hierarchicalforecast HOT 2 CLOSED

Hey @baniasbaabe,

You might want to force it using a bit of Gaussian noise data augmentation.
See the FavoritaHierarchicalDataset.load_item_data example:
https://github.com/Nixtla/hierarchicalforecast/blob/main/experiments/hierarchical_baselines/nbs/run_favorita_baselines.ipynb

We have specialized hierarchical methods on zero inflated processes here:
https://nixtla.github.io/neuralforecast/examples/hierarchicalnetworks.html

The paper of a HINT-related method recently got accepted in the International Journal of Forecasting.
Kin G. Olivares, O. Nganba Meetei, Ruijun Ma, Rohan Reddy, Mengfei Cao, Lee Dicker (2023).”Probabilistic Hierarchical Forecasting with Deep Poisson Mixtures”. International Journal Forecasting, accepted paper. URL https://arxiv.org/pdf/2110.13179.pdf.

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Many thanks for the fast reply, I will look into it!

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