Cross-termporal forecasting

[ncooder]

Description

Add the cross- and termporal forecasting based on R packages:
thief
MAPA
FoReco

Use case

No response

[elephaint]

@ncooder Thanks for the suggestion, you are very right for suggesting this - it's my top priority of next feature to add.

[christophertitchen]

@ncooder @elephaint I agree, adding temporal and cross-temporal forecast reconciliation would be a nice feature, especially for long-range forecasts.

[marcozanotti]

Hi,
will THIEF and MAPA be available soon in Nixtla? Those are really breaking methods sometimes.
Thanks for all your work.

[elephaint]

Hi, will THIEF and MAPA be available soon in Nixtla? Those are really breaking methods sometimes. Thanks for all your work.

Target is next two months.

[wmjones]

Very excited for this feature keep up the amazing work!

[seth602]

Also very excited for this feature!