middle_out: Middle out forecast reconciliation

In fabletools: Core Tools for Packages in the 'fable' Framework

Middle out forecast reconciliation

Description

\lifecycle

experimental

Usage

middle_out(models, split = 1)

Arguments

models	A column of models in a mable.
split	The middle level of the hierarchy from which the bottom-up and top-down approaches are used above and below respectively.

Details

Reconciles a hierarchy using the middle out reconciliation method. The response variable of the hierarchy must be aggregated using sums. The forecasted time points must match for all series in the hierarchy.

See Also

reconcile(), aggregate_key() Forecasting: Principles and Practice - Middle-out approach

fabletools documentation built on Oct. 12, 2023, 1:07 a.m.