Upper and Lowers Bounds for Hierarchical Forecast Engine?

[mgiangreco]

Is it intentional that the hierarchical forecast engine does not produce upper and lower bound estimates, whereas the standard forecast engine does?

[antoinecarme]

Yes. Laziness/Priorities sometimes explain a lot of things. Planned.

[mgiangreco]

Got it--that's understandable. I can take a shot at adding that if you can point me in the right direction. This is a feature I require for the project I'm working on.

[antoinecarme]

I am sure you will find where to start ;)

I usually start by prototyping all computation details on a toy example in a jupyter notebook. create some python test scripts, document all, double check and then start real coding. I can help if you share your findings in each step.

Good luck.

[antoinecarme]

Not sure the development process can match your project requirements though. sorry.