Principles and algorithms for forecasting groups of time series : locality and globality
Year of publication: |
2021
|
---|---|
Authors: | Montero-Manso, Pablo ; Hyndman, Rob J. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1632-1653
|
Subject: | Cross-learning | Forecasting | Generalization | Global | Local | Pooled regression | Time series | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Regressionsanalyse | Regression analysis |
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