Model selection in reconciling hierarchical time series

DOI10.1007/S10994-021-06126-ZMaRDI QIDQ2127263zbMATH OpenOpenAlexFDO

Authors Mahdi Abolghasemi, Rob J. Hyndman, Evangelos Spiliotis, Christoph Bergmeir

Publication date 20 April 2022

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.10742

zbMATH Keywords

classificationmachine learninghierarchical forecastingtime series features

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites work

• An investigation of aggregate variable time series forecast strategies with specific subaggregate time series statistical correlation
• Classification by pairwise coupling
• Evaluation of forecasting methods for intermittent parts demand in the field of aviation: a predictive model.
• Exploring the sources of uncertainty: why does bagging for time series forecasting work?
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• Forecasting item-level demands: an analytical evaluation of top-down versus bottom-up forecasting in a production-planning framework
• On the effectiveness of top‐down strategy for forecasting autoregressive demands
• Optimal combination forecasts for hierarchical time series
• Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• `Horses for courses' in demand forecasting

Cited in

(1)

• On model selection from a finite family of possibly misspecified time series models

Describes a project that uses

Uses Software

• catch22
• fpp3
• FFORMA
• tsfeatures
• hts
• XGBoost
• Forecast
• Kernlab
• forecast

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