I am using sktime to perform time series forecasting and hierarchical reconciliation. For the latter I am using the ReconcilerForecaster class with the OLS method (ReconcilerForecaster in sktime). My question is: is there a way to obtain nonnegative revised forecasts after the reconciliation step using the ReconcilerForecaster class in sktime?
I am aware of other implementations of this restriction for hierarchical TS reconciliation, like the library hierarchicalforecast (HierarchicalForecast library) where the MinTrace and OptimalCombination reconciliation classes allow to define the restriction for getting always nonnegative revised forecasts. But, is there a way to specify this restriction in sktime?