Forecasting with temporal hierarchies
From MaRDI portal
Publication:1754013
DOI10.1016/j.ejor.2017.02.046zbMath1403.62154OpenAlexW2177978941MaRDI QIDQ1754013
George Athanasopoulos, Rob Hyndman, Fotios Petropoulos, Nikolaos Kourentzes
Publication date: 30 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/129768/1/TemporalHierarchies_Work2015.pdf
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (18)
Grouped multivariate and functional time series forecasting: an application to annuity pricing ⋮ Mathematical optimization in classification and regression trees ⋮ Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization ⋮ Probabilistic forecast reconciliation: properties, evaluation and score optimisation ⋮ Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus ⋮ Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures ⋮ Metalearning of time series: an approximate dynamic programming approach ⋮ Optimal reconciliation with immutable forecasts ⋮ A greedy aggregation-decomposition method for intermittent demand forecasting in fashion retailing ⋮ Elucidate structure in intermittent demand series ⋮ A general property for time aggregation ⋮ We need to talk about intermittent demand forecasting ⋮ Forecasting Swiss exports using Bayesian forecast reconciliation ⋮ Understanding forecast reconciliation ⋮ Efficient probabilistic reconciliation of forecasts for real-valued and count time series ⋮ A new taxonomy for vector exponential smoothing and its application to seasonal time series ⋮ Temporal hierarchies with autocorrelation for load forecasting ⋮ Frequency-based ensemble forecasting model for time series forecasting
Uses Software
Cites Work
- Optimal combination forecasts for hierarchical time series
- Handbook of economic forecasting. Volume 1
- Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
- Forecasting with exponential smoothing. The state space approach
- Heuristics of instability and stabilization in model selection
- Setting staffing requirements for time dependent queueing networks: the case of accident and emergency departments
- Optimal forecast combinations under general loss functions and forecast error distributions
- Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
- Design and Optimization Methods for Elective Hospital Admissions
- Sensitivity of Weights in Combining Forecasts
- Demand forecasting by temporal aggregation
- A Single-Supplier, Multiple-Retailer Model with Single-Season, Multiple-Ordering Opportunities, and Fixed Ordering Cost
- THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS
- The Effect of Aggregation on Prediction in the Autoregressive Model
- Asymptotic behaviour of temporal aggregates of time series
- Unnamed Item
This page was built for publication: Forecasting with temporal hierarchies