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We do have ensemble models. Something like model = NaiveEnsembleModel([model1, model2, ...]) model.fit(my_series) prediction = model.predict() Wil
by hrzn 5y ago
We do have ensemble models. Something like
model = NaiveEnsembleModel([model1, model2, ...])
model.fit(my_series)
prediction = model.predict()
Will return an average prediction. Look at RegressionEnsembleModel for an ensemble model which uses a regression model to learn how to combine the individual forecasts.
At the moment Darts doesn't have hierarchical reconciliation methods (if that's what you meant), but it's on the backlog :)