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Model selection has been proven an effective strategy for improving accuracy in time series forecasting applications. However, when dealing with hierarchical time series, apart from selecting the most appropriate forecasting model,…

Machine Learning · Computer Science 2020-10-30 Mahdi Abolghasemi , Rob J Hyndman , Evangelos Spiliotis , Christoph Bergmeir

Wind power forecasting is essential for managing daily operations at wind farms and enabling market operators to manage power uncertainty effectively in demand planning. This paper explores advanced cross-temporal forecasting models and…

Methodology · Statistics 2024-12-17 Mahdi Abolghasemi , Daniele Girolimetto , Tommaso Di Fonzo

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…

Machine Learning · Computer Science 2020-06-04 Evangelos Spiliotis , Mahdi Abolghasemi , Rob J Hyndman , Fotios Petropoulos , Vassilios Assimakopoulos

Renewable energy generation is of utmost importance for global decarbonization. Forecasting renewable energies, particularly wind energy, is challenging due to the inherent uncertainty in wind energy generation, which depends on weather…

Machine Learning · Computer Science 2025-09-22 Lucas English , Mahdi Abolghasemi

Aggregated curves are common structures in economics and finance, and the most prominent examples are supply and demand curves. In this study, we exploit the fact that all aggregated curves have an intrinsic hierarchical structure, and thus…

Applications · Statistics 2023-06-12 Paul Ghelasi , Florian Ziel

During various stages of the COVID-19 pandemic, countries implemented diverse vaccine management approaches, influenced by variations in infrastructure and socio-economic conditions. This article provides a comprehensive overview of…

Optimization and Control · Mathematics 2024-05-27 Shibshankar Dey , Ali Kaan Kurbanzade , Esma S. Gel , Joseph Mihaljevic , Sanjay Mehrotra

We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we explicitly allow the weights allocated to the base…

Methodology · Statistics 2024-09-20 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…

Methodology · Statistics 2023-12-25 Daniele Girolimetto , George Athanasopoulos , Tommaso Di Fonzo , Rob J Hyndman

Ads demand forecasting for Walmart's ad products plays a critical role in enabling effective resource planning, allocation, and management of ads performance. In this paper, we introduce a comprehensive demand forecasting system that…

Machine Learning · Computer Science 2024-12-20 Zhengchao Yang , Mithun Ghosh , Anish Saha , Dong Xu , Konstantin Shmakov , Kuang-chih Lee

Forecast reconciliation is the post-forecasting process aimed to revise a set of incoherent base forecasts into coherent forecasts in line with given data structures. Most of the point and probabilistic regression-based forecast…

Methodology · Statistics 2023-12-25 Daniele Girolimetto , Tommaso Di Fonzo

We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…

Methodology · Statistics 2022-10-03 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

This research investigates a multi-product, multi-echelon, and multi-period vaccine supply chain network model under uncertainty and quality inspection errors. The objective function seeks optimizing the total cost of the supply chain.…

Optimization and Control · Mathematics 2024-05-07 Bouchenine Abderrahmen , Almaraj Ismail

Forecast reconciliation is considered an effective method to achieve coherence (within a forecast hierarchy) and to improve forecast quality. However, the value of reconciled forecasts in downstream decision-making tasks has been mostly…

Machine Learning · Statistics 2025-12-02 Honglin Wen , Pierre Pinson

New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

Methodology · Statistics 2020-08-18 Jooyoung Jeon , Anastasios Panagiotelis , Fotios Petropoulos

In this study, a vaccine supply chain model is developed considering the humanitarian aspects under uncertain conditions in Iran. There are three main components to supply the required vaccines for vaccination centers that can be designed…

Optimization and Control · Mathematics 2022-08-30 Behnam Malmir , Christopher W. Zobel

We present a novel approach for reconciling hierarchical forecasts, based on Bayes rule. We define a prior distribution for the bottom time series of the hierarchy, based on the bottom base forecasts. Then we update their distribution via…

Applications · Statistics 2021-06-07 Giorgio Corani , Dario Azzimonti , João P. S. C. Augusto , Marco Zaffalon

This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…

Machine Learning · Computer Science 2021-01-27 Tomokaze Shiratori , Ken Kobayashi , Yuichi Takano

Real-time vaccination following an outbreak can effectively mitigate the damage caused by an infectious disease. However, in many cases, available resources are insufficient to vaccinate the entire at-risk population, logistics result in…

Populations and Evolution · Quantitative Biology 2016-03-29 Chantal Nguyen , Jean M. Carlson

Existing hierarchical forecasting techniques scale poorly when the number of time series increases. We propose to learn a coherent forecast for millions of time series with a single bottom-level forecast model by using a sparse loss…

Machine Learning · Computer Science 2024-02-27 Olivier Sprangers , Wander Wadman , Sebastian Schelter , Maarten de Rijke

Data scarcity and discontinuity are common occurrences in the healthcare and epidemiological dataset and often need help in forming an educative decision and forecasting the upcoming scenario. Often, these data are stored as monthly/yearly…

Other Statistics · Statistics 2023-04-25 Mahadee Al Mobin , Md. Kamrujjaman