[Core][Bug] Unbalanced base predictions fail to reshape for`reconciler_args`
kdgutier opened this issue · 0 comments
kdgutier commented
Currently, HierarchicalForecast methods require the base predictions to be "balanced", i.e., all the predictions must be available for all the series and forecast creation dates.
If the base forecast inputs are not balanced, the following reshapes fail:
y_hat = Y_hat_df[model_name].values.reshape(len(S_df), -1).astype(np.float32)
y_insample = Y_df['y'].values.reshape(len(S_df), -1).astype(np.float32)
The is_balanced
parameter is already available, but a Raise.Exception
to check the input characteristics can help.