Fast computation of reconciled forecasts for hierarchical and grouped time series
Year of publication: |
June 2014
|
---|---|
Authors: | Hyndman, Rob J. ; Lee, Alan ; Wang, Earo |
Publisher: |
Victoria : Monash University, Department of Econometrics and Business Statistics |
Subject: | combining forecasts | grouped time series | hierarchical time series | reconciling forecasts | weighted least squares | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
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