Forecast reconciliation

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

reconcile(.data, ...)

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

Arguments

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

Examples

if (requireNamespace("fable", quietly = TRUE)) {
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()
}
#> Error: `mutate()` argument `lm` must be a vector.
#> ℹ `lm` is `min_trace(lm)`.
#> ✖ `lm` must be a vector, not a `lst_mint_mdl/lst_mdl` object.