[kachnuv_ocasek]

Do you have any plans to implement some sort of model averaging or stacking? I believe it would bring great benefits to this landscape to have a working implementation of hierarchical stacking across various backends wrapped in a Python library.

[hrzn]

We do have ensemble models. Something like

    model = NaiveEnsembleModel([model1, model2, ...])
    model.fit(my_series)
    prediction = model.predict()

Will return an average prediction. Look at RegressionEnsembleModel for an ensemble model which uses a regression model to learn how to combine the individual forecasts.

At the moment Darts doesn't have hierarchical reconciliation methods (if that's what you meant), but it's on the backlog :)

[nerdponx]

FYI, Hacker News has code formatting if you indent by 4 spaces:

    model = NaiveEnsembleModel([model1, model2, ...])
    model.fit(my_series)
    prediction = model.predict()

[hrzn]

Oh, nice, I didn't know that. I've edited my reply, thanks!