ResearchBenchmarksHierarchical Time Series Forecasting on M5 retail sales (test)Hierarchical Time Series Forecasting on M5 retail sales (test)Follow0.605WRMSSEHTF0.595520.659510.72350.78749Jun 26, 2026Evaluation resultsMethodMethodLinksWRMSSEPinball LossCoherence ErrorHTFhierarchical embedding...hierarchical embeddings=true, coherence-aware optimization=true2026.060.6050.1580.045Flat TFThierarchy=nonehierarchy=none2026.060.6910.1720.121MinTtype=classical reconci...type=classical reconciliation2026.060.7650.2040Bottom-Uptype=classical reconci...type=classical reconciliation2026.060.8420.2160