Hierarchical forecast reconciliation with machine learning

Author:

Spiliotis Evangelos,Abolghasemi Mahdi,Hyndman Rob J.ORCID,Petropoulos Fotios,Assimakopoulos Vassilios

Publisher

Elsevier BV

Subject

Software

Reference64 articles.

1. Hierarchical forecasts for Australian domestic tourism;Athanasopoulos;Int. J. Forecast.,2009

2. Optimal combination forecasts for hierarchical time series;Hyndman;Comput. Statist. Data Anal.,2011

3. Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization;Wickramasuriya;J. Amer. Statist. Assoc.,2019

4. Forecasting with temporal hierarchies;Athanasopoulos;European J. Oper. Res.,2017

5. Cross-temporal coherent forecasts for Australian tourism;Kourentzes;Ann. Tour. Res.,2019

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