Module hierarchical

Hierarchical forecast reconciliation entry point.

Forecasts every node independently with TimesFM, then reconciles the stacked base forecasts across the hierarchy using the selected strategy (MinT by default).

Usage:

import { TimesFMModel, createForecastConfig } from '@agentix-e/timesfm-core';
import { reconcileForecast } from '@agentix-e/timesfm-hierarchical';

const model = await TimesFMModel.fromPretrained({ modelPath });
model.compile(createForecastConfig({ maxContext: 512, maxHorizon: 128 }));

const result = await reconcileForecast(model, {
  hierarchy: {
    nodes: [
      { id: 'total', parentId: null },
      { id: 'west',  parentId: 'total' },
      { id: 'east',  parentId: 'total' },
      { id: 's1',    parentId: 'west' },
      { id: 's2',    parentId: 'west' },
      { id: 's3',    parentId: 'east' },
      { id: 's4',    parentId: 'east' },
    ],
  },
  inputs: {
    total: totalSeries,
    west: westSeries,
    east: eastSeries,
    s1: store1Series,
    s2: store2Series,
    s3: store3Series,
    s4: store4Series,
  },
  horizon: 24,
  reconcile: { strategy: 'mint' },
});

// result.reconciled.total.pointForecast — coherent aggregate
// result.reconciled.s1.pointForecast — reconciled bottom-level
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