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Hierarchical coherence: forecast reconciliation (OLS, WLS, MinTrace), conformal prediction, community detection (Leiden, Louvain).

Project description

cohera

Python bindings for sheaf (Rust).

Forecast reconciliation (OLS, WLS, MinTrace), hierarchical conformal prediction, and community detection (Leiden, Louvain, Label Propagation).

Install

pip install cohera

Usage

Reconciliation

import cohera

# 2-level hierarchy: 1 root + 3 leaves
s = cohera.simple_star_matrix(3)

# Incoherent base forecasts
base = [12.0, 3.0, 4.0, 5.0]

# OLS reconciliation
reconciled = cohera.reconcile(s, base, method="ols")
# reconciled[0] == reconciled[1] + reconciled[2] + reconciled[3]

Conformal prediction

hc = cohera.HierarchicalConformal(s, method="ols")
hc.calibrate(y_calib, y_hat_calib, alpha=0.1)
lower, upper = hc.predict(y_hat)

Community detection

edges = [(0, 1, 1.0), (1, 2, 1.0), (0, 2, 1.0)]
communities = cohera.leiden(edges, n_nodes=3, resolution=1.0)

Clustering metrics

nmi = cohera.nmi([0, 0, 1, 1], [0, 0, 1, 1])  # 1.0
ari = cohera.ari([0, 0, 1, 1], [0, 0, 1, 1])  # 1.0

License

MIT OR Apache-2.0

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