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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 :)



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

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


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




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