On the evaluation of hierarchical forecasts
نویسندگان
چکیده
The aim of this paper is to provide a thinking road-map and practical guide researchers practitioners working on hierarchical forecasting problems. Evaluating the performance forecasts comes with new challenges stemming from both structure hierarchy application context. We discuss several relevant dimensions for analysts: scale units time series, issue intermittency, forecast horizon, importance multiple evaluation windows objective decision conclude series recommendations.
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2022
ISSN: ['1872-8200', '0169-2070']
DOI: https://doi.org/10.1016/j.ijforecast.2022.08.003