Fast Forecast Reconciliation Using Linear Models

DOI10.1080/10618600.2021.1939038OpenAlexW3166905169MaRDI QIDQ5083375FDOQ5083375

Galit Shmueli, Mahsa Ashouri, Rob J. Hyndman

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://www.monash.edu/business/ebs/research/publications/ebs/wp29-2019.pdf

zbMATH Keywords

linear regressionhierarchical forecastinggrouped forecastingreconciling forecast

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Optimal combination forecasts for hierarchical time series
• Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
• Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data
• Selected papers of Hirotugu Akaike
• Supply chain forecasting: theory, practice, their gap and the future
• Integrated hierarchical forecasting
• Plane Answers to Complex Questions

Uses Software

• fpp2

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