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https://github.com/adityalab/profhit


https://github.com/adityalab/profhit

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# PROFHiT: Probabilistic Robust Forecasting for Hierarchical Time-series

## Setup

1. Make sure anaconda or miniconda is installed.
2. Pachake required are listed in `conda.yml`.
3. Run the following command to install the required packages.

```bash
bash scripts/setup.sh
```

## Running

For Tourism dataset run `train_tourism.py` and `train.py` for others.
The start of the script has hyperparameters including the dataset to use.

## Citation

If you find this work useful for your research please cite us as follows:

```bibtex
@article{kamarthi2022profhit,
title={PROFHIT: Probabilistic Robust Forecasting for Hierarchical Time-series},
author={Kamarthi, Harshavardhan and Kong, Lingkai and Rodr{\'\i}guez, Alexander and Zhang, Chao and Prakash, B Aditya},
journal={arXiv preprint arXiv:2206.07940},
year={2022}
}
```