Principles and algorithms for forecasting groups of time series : locality and globality
Year of publication: |
December 2020
|
---|---|
Authors: | Montero-Manso, Pablo ; Hyndman, Rob J. ; Liu, Fei ; Peng, Bin |
Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
Subject: | Time Series | Forecasting | Generalization | Global | Local | Cross-learning | Pooled Regression | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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