Do you have any plans to implement some sort of model averaging or stacking? I believe it would bring great benefits to this landscape to have a working implementation of hierarchical stacking across various backends wrapped in a Python library.
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 :)
