Fast computation of reconciled forecasts for hierarchical and grouped time series
DOI10.1016/j.csda.2015.11.007zbMath1468.62086OpenAlexW2096571934WikidataQ58297360 ScholiaQ58297360MaRDI QIDQ1659352
Rob Hyndman, Earo Wang, Alan J. Lee
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp17-14.pdf
combining forecastsweighted least squaresreconciling forecastsgrouped time serieshierarchical time series
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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