Welcome to hierts’s documentation!

Hierachical Time Series (hierTS) is a lightweight package that offers hierarchical forecasting reconciliation techniques to Python users.

It is aimed at users interested in hierarchical forecasting reconciliation. Currently, this package provides a Python implementation of the forecast reconciliation methods used in:

• Wickramasuriya, S. L., Athanasopoulos, G., & Hyndman, R. J. (2019). Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. Journal of the American Statistical Association, 114(526), 804-819.

Contents:

• Installation
• Example Tourism
• Example Reconciliation
• Function reference
• Support