Forecast reconciliation — reconcile • fabletools

This function allows you to specify the method used to reconcile forecasts in accordance with its key structure.

reconcile(.data, ...)

# S3 method for class 'mdl_df'
reconcile(.data, ...)

Arguments

.data: A mable.
...: Reconciliation methods applied to model columns within .data.

Examples

library(fable)
lung_deaths_agg <- as_tsibble(cbind(mdeaths, fdeaths)) %>%
  aggregate_key(key, value = sum(value))

lung_deaths_agg %>%
  model(lm = TSLM(value ~ trend() + season())) %>%
  reconcile(lm = min_trace(lm)) %>% 
  forecast()
#> # A fable: 72 x 5 [1M]
#> # Key:     key, .model [3]
#>    key     .model    index        value .mean
#>    <chr*>  <chr>     <mth>       <dist> <dbl>
#>  1 fdeaths lm     1980 Jan N(794, 5606)  794.
#>  2 fdeaths lm     1980 Feb N(778, 5606)  778.
#>  3 fdeaths lm     1980 Mar N(737, 5606)  737.
#>  4 fdeaths lm     1980 Apr N(577, 5606)  577.
#>  5 fdeaths lm     1980 May N(456, 5606)  456.
#>  6 fdeaths lm     1980 Jun N(386, 5606)  386.
#>  7 fdeaths lm     1980 Jul N(379, 5606)  379.
#>  8 fdeaths lm     1980 Aug N(335, 5606)  335.
#>  9 fdeaths lm     1980 Sep N(340, 5606)  340.
#> 10 fdeaths lm     1980 Oct N(413, 5606)  413.
#> # ℹ 62 more rows