Fast computation of reconciled forecasts for hierarchical and grouped time series
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Publication:1659352
DOI10.1016/j.csda.2015.11.007zbMath1468.62086WikidataQ58297360 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 forecasts; weighted least squares; reconciling forecasts; grouped time series; hierarchical time series
62-08: Computational methods for problems pertaining to statistics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Uses Software