Description Usage Arguments Value Examples

Uses a simple L2 projection to reconciliate hierarchical time series forecasts.

1 | ```
proj(preds_indiv, pred_total, weights_indiv, weight_total)
``` |

`preds_indiv` |
: K-length vector with predictions ybar_1,...,ybar_K for individual regions |

`pred_total` |
: number with prediction ybar_* for the total consumption |

`weights_indiv` |
: K-length vector with weights a_1,...,a_K for individual regions |

`weight_total` |
: number with weight a_* for the total consumption |

A vector with the reconciliated predictions for the individuals and the total.

1 2 3 4 |

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