Fast Forecast Reconciliation Using Linear Models
Author:
Affiliation:
1. Institute of Service Science, National Tsing Hua University;
2. Department of Econometrics & Business Statistics, Monash University
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10618600.2021.1939038
Reference20 articles.
1. Akaike, H. (1998). Information theory and an extension of the maximum likelihood principle. In Selected Papers of Hirotugu Akaike, pp. 199–213. Springer Series in Statistics (Perspectives in Statistics). Springer.
2. Ashouri, M., G. Shmueli, and C.Y. Sin (2019). Tree-based methods for clustering time series using domain-relevant attributes. Journal of Business Analytics 2 (1), 1–23.
3. Athanasopoulos, G., R. A. Ahmed, and R. J. Hyndman (2009). Hierarchical forecasts for australian domestic tourism. International Journal of Forecasting 25 (1), 146–166.
4. Bunch, J. R. and D. J. Rose (2014). Sparse matrix computations. Academic Press.
5. Christensen, R. (2020). Plane answers to complex questions: the theory of linear models (5th ed.). Springer.
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Forecasting Hierarchical Time Series Using Non-Linear Mappings;2024
2. Forecast reconciliation: A review;International Journal of Forecasting;2023-12
3. The future of solar forecasting in China;Journal of Renewable and Sustainable Energy;2023-09-01
4. An Interactive Clustering-Based Visualization Tool for Air Quality Data Analysis;Aerosol and Air Quality Research;2023
5. Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives;International Journal of Forecasting;2021-10
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3