Keynote talk given at International Symposium on Forecasting 2020 It is common to forecast at different levels of aggregation. For example, a retail company will want national forecasts, state forecasts, and store-level forecasts. And they will want them for all products, for groups of products, and for individual products. Ten years ago, anyone doing such forecasts needed to select between bottom-up, top-down or middle-out methods. Then optimal forecast reconciliation was introduced, and a new and better approach was …