Optimal combination forecasts for hierarchical time series
Publication:125611
DOI10.1016/J.CSDA.2011.03.006zbMATH Open1464.62095OpenAlexW2073210389WikidataQ58288617 ScholiaQ58288617MaRDI QIDQ125611FDOQ125611
Han Lin Shang, Roman A. Ahmed, Roman A. Ahmed, Rob J. Hyndman, George Athanasopoulos, George Athanasopoulos, Han Lin Shang, Rob Hyndman
Publication date: September 2011
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1885/196566
bottom-up forecastingcombining forecastsGLS regressionhierarchical forecastingreconciling forecaststop-down forecasting
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
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Cited In (38)
- ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION
- Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data
- Probabilistic forecast reconciliation: properties, evaluation and score optimisation
- Probabilistic Forecast Reconciliation under the Gaussian Framework
- Seasonal adjustment subject to accounting constraints
- Point and probabilistic forecast reconciliation for general linearly constrained multiple time series
- Forecasting system's accuracy: a framework for the comparison of different structures
- Dynamic principal component regression for forecasting functional time series in a group structure
- Forecasting with temporal hierarchies
- Model selection in reconciling hierarchical time series
- Title not available (Why is that?)
- Optimal reconciliation with immutable forecasts
- Elucidate structure in intermittent demand series
- Understanding forecast reconciliation
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- A Bayesian framework for large-scale geo-demand estimation in on-line retailing
- Optimal non-negative forecast reconciliation
- A general property for time aggregation
- Forecasting Swiss exports using Bayesian forecast reconciliation
- A hierarchical forecasting model for China's foreign trade
- Adaptive predictions of the Euro/Złoty currency exchange rate using state space wavelet networks and forecast combinations
- Assessing mortality inequality in the U.S.: what can be said about the future?
- Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19
- Temporal hierarchies with autocorrelation for load forecasting
- Supply chain forecasting: theory, practice, their gap and the future
- Fast computation of reconciled forecasts for hierarchical and grouped time series
- Application of wavelet decomposition in time-series forecasting
- hts
- FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY
- A greedy aggregation-decomposition method for intermittent demand forecasting in fashion retailing
- Integrated hierarchical forecasting
- A new taxonomy for vector exponential smoothing and its application to seasonal time series
- Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures
- Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
- Efficient probabilistic reconciliation of forecasts for real-valued and count time series
- Fast Forecast Reconciliation Using Linear Models
- A forecast reconciliation approach to cause-of-death mortality modeling
- Enhancing the predictability of crude oil markets with hybrid wavelet approaches
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