Forecasting with Temporal Hierarchies

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posted on 2022-11-09, 01:27 authored by George Athanasopoulos, Rob J Hyndman, Nikolaos Kourentzes, Fotios Petropoulos

This paper introduces the concept of Temporal Hierarchies for time series forecasting. A temporal

History

Classification-JEL

C44, C53

Creation date

2015-09-01

Working Paper Series Number

16/15

Length

25

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2015-16

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Keywords

Hierarchical forecasting temporal aggregation reconciliation forecast combination

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