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  • Search: subject:"hierarchical time series"
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Year of publication
Subject
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Forecasting model 10 Prognoseverfahren 10 Time series analysis 10 Zeitreihenanalyse 10 Theorie 9 Theory 9 hierarchical time series 6 Hierarchical time series 5 Aggregation 4 Forecast 3 Grouped time series 3 Prognose 3 reconciliation 3 Coherence 2 Cross-temporal 2 Probability theory 2 Temporal aggregation 2 Wahrscheinlichkeitsrechnung 2 bottom-up forecasting 2 coherence 2 combining forecasts 2 forecast combination 2 grouped time series 2 inflation targeting 2 multi-horizon evaluation 2 reconciling forecasts 2 seasonal unit roots 2 weighted least squares 2 Aggregated forecasts 1 Coherent 1 Correlation 1 Estimation theory 1 Forecasting 1 Ganzzahlige Optimierung 1 Hierarchical Time Series 1 Integer programming 1 Japan 1 Japanese Mortality Database 1 Korrelation 1 Linear forecast reconciliation 1
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Online availability
All
Free 13
Type of publication
All
Book / Working Paper 11 Article 2
Type of publication (narrower categories)
All
Working Paper 9 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 12 Undetermined 1
Author
All
Hyndman, Rob J. 7 Athanasopoulos, George 6 Panagiotelis, Anastasios 3 Wickramasuriya, Shanika L. 3 Capistrán, Carlos 2 Constandse, Christian 2 Kourentzes, Nikolaos 2 Lee, Alan 2 Wang, Earo 2 Francia, Manuel Ramos 1 Gamakumara, Puwasala 1 Hyndman, Rob J 1 Kourentzest, Nikolaos 1 Kouretzes, Nikolaos 1 Ramos-Francia, Manuel 1 Shang, Han Lin 1 Wang, Xiaoqian 1
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Institution
All
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 International journal of forecasting 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Monash Econometrics and Business Statistics Working Papers 1 Working Papers 1 Working Papers / Banco de México 1
Source
All
ECONIS (ZBW) 10 RePEc 2 EconStor 1
Showing 1 - 10 of 13
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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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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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On the evaluation of hierarchical forecasts
Athanasopoulos, George; Kourentzes, Nikolaos - 2021
Persistent link: https://www.econbiz.de/10012614595
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Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios; Gamakumara, Puwasala; … - 2020
Persistent link: https://www.econbiz.de/10012608354
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On the evaluation of hierarchical forecasts
Athanasopoulos, George; Kourentzest, Nikolaos - 2020
Persistent link: https://www.econbiz.de/10012606752
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Grouped functional time series forecasting : an application to age-specific mortality rates
Shang, Han Lin; Hyndman, Rob J. - 2016
Persistent link: https://www.econbiz.de/10011781651
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Forecasting hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.; Athanasopoulos, George; … - 2015
Persistent link: https://www.econbiz.de/10011781270
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Fast computation of reconciled forecasts for hierarchical and grouped time series
Hyndman, Rob J; Lee, Alan; Wang, Earo - Department of Econometrics and Business Statistics, … - 2014
We describe some fast algorithms for reconciling large collections of time series forecasts with aggregation constraints. The constraints arise due to the need for forecasts of collections of time series with hierarchical or grouped structures to add up in the same manner as the observed time...
Persistent link: https://www.econbiz.de/10010958941
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