earowang/hts

Missing nodes (time-series) in hierarchy: combinef reconciliation function error

som028 opened this issue · 2 comments

som028 commented

I am trying to reconcile a set of time series forecast that are already in hierarchal format using combinef.
Issue is there are some missing node (time series) for example A -> AA AB, B -> BA BB, AA-> AAA AAB, BB -> BBA BBB.
As you notice in this example there is not series for AB. In this situation the combinef function is erroring out.
Not sure it should be a new issue or this is an existing issue.
Error in utmat %*% fcasts: Cholmod error 'X and/or Y have wrong dimensions' at file ../MatrixOps/cholmod_sdmult.c, line 90
Traceback:

  1. combinef(fcasts, nodes, weights = NULL, algorithms = "cg",
    . keep = "gts")
  2. CG(fcasts = fcasts, S = smat, weights = weights)
  3. as.matrix(utmat %*% fcasts)
  4. utmat %*% fcasts
  5. utmat %*% fcasts
robjhyndman commented

Please provide a reproducible example of the problem.

som028 commented

I was able to find a way around the issue by creating dummy duplicate nodes from the parent node for those without any child nodes. Closing the issue. Thanks for quick reply!