Forecasting hierarchical and grouped time series through trace minimization
Year of publication: |
November 2015
|
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Authors: | Wickramasuriya, Shanika L. ; Athanasopoulos, George ; Hyndman, Rob J. |
Publisher: |
Victoria : Monash University, Department of Econometrics and Business Statistics |
Subject: | Hierarchical time series | forecasting | reconciliation | contemporaneous error correlation | trace minimization | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Korrelation | Correlation |
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