Fast computation of reconciled forecasts for hierarchical and grouped time series
From MaRDI portal
(Redirected from Publication:1659352)
Recommendations
Cites work
- Forecasting with exponential smoothing. The state space approach
- scientific article; zbMATH DE number 3520320 (Why is no real title available?)
- scientific article; zbMATH DE number 1941665 (Why is no real title available?)
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Optimal combination forecasts for hierarchical time series
- Restoring accounting constraints in time series -- methods and software for a statistical agency
Cited in
(26)- Optimal combination forecasts for hierarchical time series
- Efficient probabilistic reconciliation of forecasts for real-valued and count time series
- Integrated hierarchical forecasting
- Forecasting with temporal hierarchies
- Application of wavelet decomposition in time-series forecasting
- Forecasting Swiss exports using Bayesian forecast reconciliation
- Understanding forecast reconciliation
- Model selection in reconciling hierarchical time series
- Optimal non-negative forecast reconciliation
- Temporal hierarchies with autocorrelation for load forecasting
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- Calculating the accuracy of hierarchical estimation
- Dynamic principal component regression for forecasting functional time series in a group structure
- Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
- Hierarchical probabilistic forecasting of electricity demand with smart meter data
- Probabilistic forecast reconciliation: properties, evaluation and score optimisation
- Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures
- Probabilistic Forecast Reconciliation under the Gaussian Framework
- Point and probabilistic forecast reconciliation for general linearly constrained multiple time series
- Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19
- Forecasting the waste production hierarchical time series with correlation structure
- Optimal forecast reconciliation with time series selection
- Hierarchical time series forecasting of COVID-19 cases using county-level clustering data
- Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
- Value-oriented forecast reconciliation for renewables in electricity markets
- Reconciliation of systems of time series according to a growth rates preservation principle
This page was built for publication: Fast computation of reconciled forecasts for hierarchical and grouped time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1659352)
