Forecast reconciliation on OD-level demand dataset
0.7645OD MSEMinT-Sample
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| MinT-Samplereconciliation_strategy=Sample Covariance2026.06 | 0.7645 | 0.4924 | 9.1114 | 2.0945 | 2.0487 | 0.7389 | |
| FCRtype=Fully Connected Reconciler2026.06 | 0.7663 | 0.4946 | 9.1549 | 2.1058 | 2.0568 | 0.7425 | |
| MinT-Shrinkreconciliation_strategy=Shrinkage Estimator2026.06 | 0.7684 | 0.4937 | 9.1614 | 2.0971 | 2.0596 | 0.7403 | |
| RF reconcilertype=Random Forest2026.06 | 0.7758 | 0.4953 | 9.4403 | 2.1353 | 2.1088 | 0.7476 | |
| MinT-WLSreconciliation_strategy=Weighted Least Squares2026.06 | 0.7774 | 0.4973 | 9.2741 | 2.1071 | 2.0846 | 0.7449 | |
| MinT-OLSreconciliation_strategy=Ordinary Least Squares2026.06 | 0.7796 | 0.4985 | 9.325 | 2.1137 | 2.0943 | 0.747 | |
| Base forecaststatus=unreconciled, source_model=mGraphSAGE2026.06 | 0.7823 | 0.4999 | 9.5121 | 2.1327 | 2.1254 | 0.7511 |