Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19

DOI10.1007/978-3-031-16609-9_14MaRDI QIDQ6614825FDOQ6614825

Livio Fenga

Publication date: 8 October 2024

zbMATH Keywords

ARIMA modelforecast combinationmodel uncertaintyARFIMA modelforecast reconciliationtheta methodSARS-CoV-2exponential smoothing model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Optimal combination forecasts for hierarchical time series
• Is there an optimal forecast combination?
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Model Selection: An Integral Part of Inference
• Least absolute value regression: recent contributions
• Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
• Long memory relationships and the aggregation of dynamic models
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• Modelling methodology and forecast failure

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