Integrated hierarchical forecasting

DOI10.1016/J.EJOR.2017.04.047MaRDI QIDQ1694917zbMATH OpenOpenAlexFDO

Authors Clint L. P. Pennings, Jan Van Dalen

Publication date 6 February 2018

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2017.04.047

zbMATH Keywords

decision makingforecastinghierarchicaltop-downbottom-up

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Consumer behavior, demand theory (91B42)

Recommendations

• Optimal combination forecasts for hierarchical time series
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Cites work

• scientific article; zbMATH DE number 3415613 (Why is no real title available?)
• An investigation of aggregate variable time series forecast strategies with specific subaggregate time series statistical correlation
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• Forecasting Trends in Time Series
• Forecasting and operational research: a review
• Forecasting contemporal aggregates of multiple time series
• Forecasting contemporal time series aggregates
• Forecasting for inventory planning: a 50-year review
• Forecasting with exponential smoothing. The state space approach
• Hierarchical forecasting based on AR-GARCH model in a coherent structure
• Linear transformations of vector ARMA processes
• On the effectiveness of top‐down strategy for forecasting autoregressive demands
• Optimal combination forecasts for hierarchical time series
• Supply chain forecasting: theory, practice, their gap and the future
• The Estimation of Large Social Account Matrices
• Time series analysis by state space methods.
• When is an aggregate of a time series efficiently forecast by its past?

Cited in

(15)

• Probabilistic Forecast Reconciliation under the Gaussian Framework
• Forecasting aggregate time series with intermittent subaggregate components: top-down versus bottom-up forecasting
• Calculating the accuracy of hierarchical estimation
• Hierarchical forecasting based on AR-GARCH model in a coherent structure
• Forecasting with temporal hierarchies
• Understanding forecast reconciliation
• Forecasting Swiss exports using Bayesian forecast reconciliation
• A hierarchical forecasting model for China's foreign trade
• Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing
• Top-down or bottom-up forecasting?
• Hierarchical estimation as a basis for hierarchical forecasting
• Optimal combination forecasts for hierarchical time series
• Inventory -- forecasting: mind the gap
• A new taxonomy for vector exponential smoothing and its application to seasonal time series
• Fast Forecast Reconciliation Using Linear Models

Describes a project that uses

Uses Software

• expsmooth

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