How to use covariates at different level for hierarchicalforecast? #346
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blackhole-canada
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Hello everyone, is there a way to incorporate covariates but at different levels of hierarchy? For example I have the following hierarchy:
spec = [
['Zone'],
['Zone', 'Market'],
['Zone', 'Market', 'Country'],
['Zone', 'Market', 'Country', 'Category'],
]
I have different covariates available at different level, for example price of a category, holidays of a country, inflation of a zone etc. Is there a way to incorporate them at different levels of the hierarchy?
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