timesfm-ts - v1.0.0
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    Interface ReconcileOptions

    Options for reconciliation.

    interface ReconcileOptions {
        strategy?: ReconciliationStrategy;
        residualCovariance?: readonly (readonly number[])[];
        ridge?: number;
    }
    Index

    Properties

    strategy? residualCovariance? ridge?

    Properties

    strategy?: ReconciliationStrategy

    Which reconciliation strategy to apply. Default 'mint'.

    residualCovariance?: readonly (readonly number[])[]

    Optional residual covariance for WLS / MinT. Shape: [m][m] where m = total node count. When omitted for WLS, the diagonal (per-level variance) is estimated from the base forecasts. When omitted for WLS or MinT, a diagonal covariance is auto-estimated from the per-node base forecast variances.

    ridge?: number

    Ridge regularization added to Wᵦ diagonal to guarantee invertibility. Default 1e-6.

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