-
Notifications
You must be signed in to change notification settings - Fork 71
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Non-Negative MinTrace hangs forever #178
Comments
Having similar issue. |
Hey @iamyihwa and @candalfigomoro, There is work to be merged that greatly improves the computational efficiency of the In between if you are interested in non-negative coherent predictions I suggest you to take a look to the |
Sure will do Thanks @kdgutier !!! |
@kdgutier Looks cool! Unfortunately with my current forecasting problem, reconciliation with MinTrace or BottomUp doesn't seem to work well and the only reconciliation method that seems to work well in my specific case seems to be MiddleOut (lower levels are very intermittent so a top-down method from an intermediate level works better, while a bottom-up method works better for higher levels which are otherwise underestimated by NHITS). Are there any plans to integrate other reconciliation methods into HINT? |
Using the same data (unfortunately I can't share it), standard MinTrace performs the reconciliation in about 1 minute, while Non-Negative MinTrace (
MinTrace(method="ols", nonnegative=True)
) keeps running after hours (basically it hangs forever).hierarchicalforecast 0.3.0
Do you have any hints on how I could debug the issue? Thanks
The text was updated successfully, but these errors were encountered: