.get_HG

Function that extracts the "best hierarchy rows" from A (see .get_hier_rows),
and sorts them in the correct order (i.e. bottom-up).
Also sorts accordingly the vectors v, d, it (e.g. of parameters).

internal

Provides methods for probabilistic reconciliation of hierarchical forecasts of time series.
The available methods include analytical Gaussian reconciliation (Corani et al., 2021)
<doi:10.1007/978-3-030-67664-3_13>,
MCMC reconciliation of count time series (Corani et al., 2024)
<doi:10.1016/j.ijforecast.2023.04.003>,
Bottom-Up Importance Sampling (Zambon et al., 2024)
<doi:10.1007/s11222-023-10343-y>,
methods for the reconciliation of mixed hierarchies (Mix-Cond and TD-cond) (Zambon et al., 2024)
<https://proceedings.mlr.press/v244/zambon24a.html>,
analytical reconciliation with Bayesian treatment of the covariance matrix (Carrara et al., 2025)
<doi: 10.48550/arXiv.2506.19554>.

Dario Azzimonti

bayesRecon

Probabilistic Reconciliation via Conditioning

Lorenzo Zambon

Stefano Damato

Nicolò Rubattu

Giorgio Corani

.get_HG function

<dl><dt>A</dt>
<dd>Aggregation matrix</dd>
<dt>v</dt>
<dd>Vector of values</dd>
<dt>d</dt>
<dd>Distribution parameters</dd>
<dt>it</dt>
<dd>Input type parameters</dd></dl>

Arguments

Extract and sort hierarchy rows — .get_HG

<dl>

<dt>A</dt>
<dd>Aggregation matrix</dd>


<dt>v</dt>
<dd>Vector of values</dd>


<dt>d</dt>
<dd>Distribution parameters</dd>


<dt>it</dt>
<dd>Input type parameters</dd>

</dl>

.get_HG: Extract and sort hierarchy rows

Description

Usage

Value

Arguments