Optimal combination forecasts for hierarchical time series
نویسندگان
چکیده
منابع مشابه
Optimal combination forecasts for hierarchical time series
In many applications, there are multiple time series that are hierarchically organized and can be aggregated at several different levels in groups based on products, geography or some other features. We call these “hierarchical time series”. They are commonly forecast using either a “bottom-up” or a “top-down” method. In this paper we propose a new approach to hierarchical forecasting which pro...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2011
ISSN: 0167-9473
DOI: 10.1016/j.csda.2011.03.006