sktime/sktime

[ENH] Smooth Forecast Reconciliation algorithm by S Ando

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#6,314 opened on Apr 19, 2024

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 (4 comments) (0 reactions) (0 assignees)Python (1,192 forks)batch import
enhancementgood first issueimplementing algorithmsmodule:forecasting

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Description

The smooth forecast reconciliation algorithm by S Ando, presented in the Apr 19 meet-up, would be a great addition to sktime.

I have started with a naive transfer of the research code to the sktime interface for an easier start: https://github.com/sktime/sktime/pull/6313

The PR can be picked up by anyone interested in helping with this - I think it's a good first issue.

Contributor guide

Research direction
Review PR #6313 for a naive transfer, then implement the smooth forecast reconciliation algorithm using sktime's interface and add tests.
Tech stack
python
Domain
datamachine learning
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
PythonGit
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
75