Fast Forecast Reconciliation Using Linear Models

DOI10.1080/10618600.2021.1939038MaRDI QIDQ5083375zbMATH OpenOpenAlexFDO

Authors Mahsa Ashouri, Rob J. Hyndman, Galit Shmueli

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

• scientific article; zbMATH DE number 3520320 (Why is no real title available?)
• Hierarchical probabilistic forecasting of electricity demand with smart meter data
• Integrated hierarchical forecasting
• Optimal combination forecasts for hierarchical time series
• Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
• Plane Answers to Complex Questions
• Selected papers of Hirotugu Akaike
• Supply chain forecasting: theory, practice, their gap and the future

Describes a project that uses

Uses Software

• fpp2

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