Hierarchical forecast reconciliation with machine learning

3 Jun 2020Evangelos SpiliotisMahdi AbolghasemiRob J HyndmanFotios PetropoulosVassilios Assimakopoulos

Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical forecasting approaches, such as the bottom-up and top-down methods, focus on a particular aggregation level to anchor the forecasts... (read more)

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