Fast computation of reconciled forecasts for hierarchical and grouped time series-Reference-Cited by-同舟云学术

Fast computation of reconciled forecasts for hierarchical and grouped time series

Published:2016-05 Issue: Volume:97 Page:16-32
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Hyndman Rob J.^ORCID,Lee Alan J.,Wang Earo

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference19 articles.

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4. Sparse Matrix Computations;Bunch,1976

5. Multi-horizon inflation forecasts using disaggregated data;Capistrán;Ecol. Modell.,2010

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