HierarchyConfig

Configuration that defines the hierarchical relationship of time series and parameters for hierarchical forecasting strategies.

Fields
groupColumns[] string

A list of time series attribute column names that define the time series hierarchy. Only one level of hierarchy is supported, ex. 'region' for a hierarchy of stores or 'department' for a hierarchy of products. If multiple columns are specified, time series will be grouped by their combined values, ex. ('blue', 'large') for 'color' and 'size', up to 5 columns are accepted. If no group columns are specified, all time series are considered to be part of the same group.

groupTotalWeight number

The weight of the loss for predictions aggregated over time series in the same group.

temporalTotalWeight number

The weight of the loss for predictions aggregated over the horizon for a single time series.

groupTemporalTotalWeight number

The weight of the loss for predictions aggregated over both the horizon and time series in the same hierarchy group.

JSON representation 
{
  "groupColumns": [
    string
  ],
  "groupTotalWeight": number,
  "temporalTotalWeight": number,
  "groupTemporalTotalWeight": number
}