Optimal combination forecasts for hierarchical time series

Computational Statistics and Data Analysis

Volumn 55, Issue 9, 2011, Pages 2579-2589

  Hyndman, Rob J ^a   Ahmed, Roman A ^a   Athanasopoulos, George ^a   Shang, Han Lin ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Bottom up forecasting; Combining forecasts; GLS regression; Hierarchical forecasting; Reconciling forecasts; Top down forecasting

Indexed keywords

BOTTOM-UP FORECASTING; COMBINING FORECASTS; GLS REGRESSION; HIERARCHICAL FORECASTING; RECONCILING FORECASTS; TOPDOWN;

OPTIMIZATION; REGRESSION ANALYSIS; TIME SERIES;

FORECASTING;

EID: 79956095500     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2011.03.006     Document Type: Article

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