Top down forecast reconciliation

Source: R/reconciliation.R

[Experimental]

top_down(
  models,
  method = c("forecast_proportions", "average_proportions", "proportion_averages")
)

Arguments

models

A column of models in a mable.

method

The reconciliation method to use.

Details

Reconciles a hierarchy using the top down reconciliation method. The response variable of the hierarchy must be aggregated using sums. The forecasted time points must match for all series in the hierarchy.