.lowest_lev

Identifies the rows of aggregation matrix A that correspond to the lowest
hierarchical level (i.e., the most disaggregated upper variables that
collectively sum to all bottom variables).

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

.lowest_lev function

<dl><dt>A</dt>
<dd>Aggregation matrix (must be hierarchical)</dd></dl>

Arguments

Find rows corresponding to the lowest level — .lowest_lev

<dl>

<dt>A</dt>
<dd>Aggregation matrix (must be hierarchical)</dd>

</dl>

.lowest_lev: Find rows corresponding to the lowest level

Description

Usage

Value

Arguments