Create TopDownReconciliator

[alex-hse-repository]

🚀 Feature Request

Create reconciler implementing Top-Down approaches

Proposal

1. Create class TopDownReconciliator(BaseReconciler)

• T: int -- length of the lookback window
• method: str -- "AHP"/"PHA" = "Average historical proportions"/"Proportions of the historical averages" (might be implemented via enum)
• Check that source_level is upper than target_level

2. Implement method fit:
   • Receive dataset on the the level which is lower or equal than target_level, source_level
   • Aggregate the dataset to the source_level
   • Fit the mapping_matrix: G[i,j] - 0, if there is no path between i and j. Otherwise use formula form here according to the method.
   • It should be a sparce matrix

Test cases

• Test constructor works correctly with different source and target levels
  • source=target
  • source<target
  • source>target
• Method fit generates correct mapping matrix for
  • Different target/source
  • Different tree structure
  • Different T
  • Different method

Additional context

No response