Optimal combination forecasts for hierarchical time series
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Cites work
- scientific article; zbMATH DE number 2161246 (Why is no real title available?)
- Aggregation and Proration in Forecasting
- An investigation of aggregate variable time series forecast strategies with specific subaggregate time series statistical correlation
- An overview of the sparse basic linear algebra subprograms
- Block Sparse Cholesky Algorithms on Advanced Uniprocessor Computers
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Forecasting contemporal aggregates of multiple time series
- On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
- When is an aggregate of a time series efficiently forecast by its past?
Cited in
(40)- Probabilistic forecast reconciliation: properties, evaluation and score optimisation
- Probabilistic Forecast Reconciliation under the Gaussian Framework
- Forecasting multiple functional time series in a group structure: an application to mortality
- Seasonal adjustment subject to accounting constraints
- Calculating the accuracy of hierarchical estimation
- Point and probabilistic forecast reconciliation for general linearly constrained multiple time series
- Forecasting system's accuracy: a framework for the comparison of different structures
- Hierarchical forecasting based on AR-GARCH model in a coherent structure
- Forecasting with temporal hierarchies
- Dynamic principal component regression for forecasting functional time series in a group structure
- Model selection in reconciling hierarchical time series
- scientific article; zbMATH DE number 5226434 (Why is no real title available?)
- Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
- Hierarchical probabilistic forecasting of electricity demand with smart meter data
- Elucidate structure in intermittent demand series
- Understanding forecast reconciliation
- Optimal reconciliation with immutable forecasts
- A Bayesian framework for large-scale geo-demand estimation in on-line retailing
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- 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
- Analyzing mortality bond indexes via hierarchical forecast reconciliation
- Assessing mortality inequality in the U.S.: what can be said about the future?
- Temporal hierarchies with autocorrelation for load forecasting
- Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19
- hts
- 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
- 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
- Efficient probabilistic reconciliation of forecasts for real-valued and count time series
- Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures
- 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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