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I am not exactly sure how this relates to temporal forecast reconciliations, but having additional information from several temporal hierarchies is definitely interesting.
The text was updated successfully, but these errors were encountered:
Since you already have most of the base-models available, iteratively refining forecasts at multiple scales as suggested by Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting can potentially further improve accuracy.
You can find the repo here https://github.com/Scaleformer/Scaleformer.
I am not exactly sure how this relates to temporal forecast reconciliations, but having additional information from several temporal hierarchies is definitely interesting.
The text was updated successfully, but these errors were encountered: