I am doing hierarchical time series forecasting using
fable package in R. I am using the optimal reconciliation method to reconcile the forecast. Here is the example code.
agg_sw <- df %>% aggregate_key(productcategory/brand/sku, sales = sum(sales)) # Fit the model ets_fit <- agg_sw %>% model(ets = ETS(sales)) %>% reconcile(ols = min_trace(ets, method = "ols")) # Forecast fc <- forecast(ets_fit, h= "1 year")
Is it possible to use a different forecasting method at each level (e.g., sku/brand/product) and reconcile? If so, kindly let me know how to do it.