Hierarchical Time Series Forecasting [Full Code Tutorial]

Written by Matt Dancho on March 4, 2021



Hierarchical Forecasting Tutorial

In Learning Labs PRO Episode 50, Matt tackles an in-depth tutorial on Hierarchical Forecasting using the M5 Forecasting​ Competition.

Learn about Hierarchical Forecasting with Tidymodels! In this 1.5-hour video, learn:

✅ Business Problem: Hierarchical Forecasting

✅ Algorithm Review: XGBoost vs LightGBM vs CatBoost (10-min)

✅ FULL Hierarchical Forecasting Tutorial (40-min, 380 Lines of Code)

✅ Learning Recommendations to skyrocket your career



This Learning Lab has a JAMMED PACKED Code Session

  1. Part 1: Understanding the Boosted Algorithms: XGBoost vs LightGBM vs CatBoost

  2. Part 2: Full Hierarchical Forecasting Tutorial - Build a super-model that forecasts the next 28-days of demand for a hierarchical dataset with product items (lowest level), stores (intermediate level), and total sales (top level).

  3. BONUS: Shiny App Hierarchical Forecaster with Hierarchical Network Drill-In 🔥🔥🔥