Hierarchical estimation as a basis for hierarchical forecasting

DOI10.1093/IMAMAN/DPM032MaRDI QIDQ5385199zbMATH OpenOpenAlexFDO

Authors J. J. A. Moors, Leo W. G. Strijbosch, R. M. J. Heuts

Publication date 5 May 2008

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/portal/en/publications/hierarchical-estimation-as-basis-for-hierarchical-forecasting(b7dac5ee-b446-4912-8925-2ea204a2bca5).html

zbMATH Keywords

aggregationhierarchical forecastingtop-down approach

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

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• Hierarchical model for forecasting the outcomes of binary referenda
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• Calculating the accuracy of hierarchical estimation
• On the effectiveness of top‐down strategy for forecasting autoregressive demands
• Hierarchical forecasting based on AR-GARCH model in a coherent structure

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