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Transformer

BottomUpReconciler

API referenceSource
Inverse transformUnequal-length series

Bottom-up reconciliation for hierarchical time series data.

It aggregates the data to the bottom level and then transforms it back to the original hierarchy.

Quickstart

python
from sktime.transformations.hierarchical.reconcile import BottomUpReconciler

estimator = BottomUpReconciler

Tags

Capabilities

  • Inverse transform: Supported
  • Unequal-length series
  • Multivariate: Not supported
  • Missing values: Not supported
  • Removes missing values: Not supported
  • Equalizes series length: Not supported

Properties

Input typescitype:transform-input
Series
Output typescitype:transform-output
Series
Label typescitype:transform-labels
None
Fit is emptyfit_is_empty
No
Keeps the time indextransform-returns-same-time-index
No
Requires Xrequires_X
Yes
Requires yrequires_y
No
X and y need the same indexX-y-must-have-same-index
No

Examples

>>> from sktime.transformations.hierarchical.reconcile import (
... BottomUpReconciler)
>>> from sktime.utils._testing.hierarchical import _make_hierarchical
>>> from sktime.forecasting.naive import NaiveForecaster
>>> y = _make_hierarchical ()
>>> pipe = BottomUpReconciler () * NaiveForecaster ()
>>> pipe = pipe. fit (y)
>>> y_pred = pipe. predict (fh = [1, 2, 3 ])