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  • Search: subject:"Hierarchical time series"
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Year of publication
Subject
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Forecasting model 25 Prognoseverfahren 25 Time series analysis 25 Zeitreihenanalyse 25 Theorie 20 Theory 20 Hierarchical time series 17 Forecast 10 Prognose 10 hierarchical time series 9 Aggregation 8 Forecasting 7 Coherence 3 Estimation theory 3 Grouped time series 3 Mortality 3 Probability theory 3 Schätztheorie 3 Sterblichkeit 3 Wahrscheinlichkeitsrechnung 3 bottom-up forecasting 3 reconciliation 3 Correlation 2 Cross-temporal 2 Forecast reconciliation 2 Ganzzahlige Optimierung 2 Integer programming 2 Japan 2 Japanese Mortality Database 2 Korrelation 2 Linear forecast reconciliation 2 Reconciliation 2 Scoring rules 2 Stochastic process 2 Stochastischer Prozess 2 Temporal aggregation 2 coherence 2 combining forecasts 2 forecast combination 2 grouped time series 2
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Online availability
All
Free 14 Undetermined 13
Type of publication
All
Article 17 Book / Working Paper 11
Type of publication (narrower categories)
All
Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 9 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Conference paper 1 Konferenzbeitrag 1
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Language
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English 27 Undetermined 1
Author
All
Hyndman, Rob J. 9 Athanasopoulos, George 8 Panagiotelis, Anastasios 7 Wickramasuriya, Shanika L. 4 Kourentzes, Nikolaos 3 Capistrán, Carlos 2 Constandse, Christian 2 Gamakumara, Puwasala 2 Kang, Yanfei 2 Lee, Alan 2 Shang, Han Lin 2 Ur Rehman, Hakeem 2 Wan, Guohua 2 Wang, Earo 2 Wang, Xiaoqian 2 Zhang, Bohan 2 Abolghasemi, Mahdi 1 Bergmeir, Christoph 1 Francia, Manuel Ramos 1 Gençay, Ramazan 1 Ghelasi, Paul 1 Haberman, Steven 1 Hyndman, Rob J 1 Kosiorowski, Daniel 1 Kourentzest, Nikolaos 1 Kouretzes, Nikolaos 1 Li, Feng 1 Li, Han 1 Li, Hong 1 Lila, Maurício Franca 1 Lu, Yang 1 Meira, Erick 1 Mielczarek, Dominik 1 Oliveira, Fernando Luiz Cyrino 1 Rafique, Raza 1 Ramos-Francia, Manuel 1 Rydlewski, Jerzy P. 1 Shaukat, Badiea 1 Tarr, Garth 1 Ullah, Azmat 1
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Institution
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Banco de México 1 Department of Econometrics and Business Statistics, Monash Business School 1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University 8 European journal of operational research : EJOR 4 International journal of forecasting 4 Insurance / Mathematics & economics 2 Central European journal of economic modelling and econometrics 1 Economics letters 1 Empirica : journal of european economics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 Journal of management analytics 1 Monash Econometrics and Business Statistics Working Papers 1 Socio-economic planning sciences : the international journal of public sector decision-making 1 Working Papers 1 Working Papers / Banco de México 1
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Source
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ECONIS (ZBW) 25 RePEc 2 EconStor 1
Showing 1 - 10 of 28
Cover Image
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian; Hyndman, Rob J.; Wickramasuriya, Shanika L. - In: European journal of operational research : EJOR 323 (2025) 2, pp. 455-470
Persistent link: https://www.econbiz.de/10015415785
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Cover Image
Forecast reconciliation : a review
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, … - In: International journal of forecasting 40 (2024) 2, pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
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Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L. - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
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Cover Image
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian; Hyndman, Rob J.; Wickramasuriya, Shanika L. - 2024
Persistent link: https://www.econbiz.de/10014534120
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Forecast reconciliation : a review
Athanasopoulos, George; Hyndman, Rob J.; Kouretzes, Nikolaos - 2023
Persistent link: https://www.econbiz.de/10014451345
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Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions
Ghelasi, Paul; Ziel, Florian - In: International journal of forecasting 40 (2024) 2, pp. 581-596
Persistent link: https://www.econbiz.de/10014547184
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Machine learning applications in hierarchical time series forecasting : investigating the impact of promotions
Abolghasemi, Mahdi; Tarr, Garth; Bergmeir, Christoph - In: International journal of forecasting 40 (2024) 2, pp. 597-615
Persistent link: https://www.econbiz.de/10014547185
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Discrete forecast reconciliation
Zhang, Bohan; Panagiotelis, Anastasios; Kang, Yanfei - In: European journal of operational research : EJOR 318 (2024) 1, pp. 143-153
Persistent link: https://www.econbiz.de/10015047691
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On the evaluation of hierarchical forecasts
Athanasopoulos, George; Kourentzes, Nikolaos - 2021
Persistent link: https://www.econbiz.de/10012614595
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A hybrid approach with step-size aggregation to forecasting hierarchical time series
Ur Rehman, Hakeem; Wan, Guohua; Rafique, Raza - In: Journal of forecasting 42 (2023) 1, pp. 176-192
Persistent link: https://www.econbiz.de/10013465779
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