Hierarchical forecast Utils - Aggregate: Add support for exogenous vars #293
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…riables in creation of Y and Summation dataframes
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This change to the utility function will assist in instances where you need to generate your summation and Y_df but also want to retain any exogenous vars required for your forecast.
You will need to pass in a dictionary containing your exogenous vars and the Pandas agg functions you want applied against them.
I have currently hardcoded the list of acceptable agg_funcs but open to hear if there's a better way