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相关论文: Forecast reconciliation for vaccine supply chain o…

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An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

应用统计 · 统计学 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

A year following the initial COVID-19 outbreak in China, many countries have approved emergency vaccines. Public-health practitioners and policymakers must understand the predicted populational willingness for vaccines and implement…

应用统计 · 统计学 2021-12-10 Xingzuo Zhou , Yiang Li

Time series forecasting methods play critical role in estimating the spread of an epidemic. The coronavirus outbreak of December 2019 has already infected millions all over the world and continues to spread on. Just when the curve of the…

社会与信息网络 · 计算机科学 2022-05-27 Samyak Prajapati , Aman Swaraj , Ronak Lalwani , Akhil Narwal , Karan Verma

Reconciliation enforces coherence between hierarchical forecasts, in order to satisfy a set of linear constraints. While most works focus on the reconciliation of the point forecasts, we consider probabilistic reconciliation and we analyze…

应用统计 · 统计学 2024-02-15 Lorenzo Zambon , Arianna Agosto , Paolo Giudici , Giorgio Corani

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

计量经济学 · 经济学 2024-06-03 Jeroen Rombouts , Marie Ternes , Ines Wilms

This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data, including low counts. A novel method is introduced based on…

统计方法学 · 统计学 2024-04-16 Bohan Zhang , Anastasios Panagiotelis , Yanfei Kang

Forecast reconciliation of multivariate time series is the process of mapping a set of incoherent forecasts into coherent forecasts to satisfy a given set of linear constraints. Commonly used projection matrix based approaches for point…

统计方法学 · 统计学 2021-03-23 Shanika L Wickramasuriya

In a recent paper, while elucidating the links between forecast combination and cross-sectional forecast reconciliation, Hollyman et al. (2021) have proposed a forecast combination-based approach to the reconciliation of a simple hierarchy.…

应用统计 · 统计学 2021-06-11 Tommaso Di Fonzo , Daniele Girolimetto

Millions of young people are not immunized in low- and middle-income (LMI) countries because of low vaccine availability resulting from inefficiencies in cold supply chains. We create supply chain network design and distribution models to…

应用统计 · 统计学 2020-06-11 Zahra Azadi , Sandra D. Eksioglu , H. Neil Geismar

Hierarchical forecasting (HF) is needed in many situations in the supply chain (SC) because managers often need different levels of forecasts at different levels of SC to make a decision. Top-Down (TD), Bottom-Up (BU) and Optimal…

机器学习 · 计算机科学 2019-12-03 Mahdi Abolghasemi , Rob J Hyndman , Garth Tarr , Christoph Bergmeir

We propose to estimate the weight matrix used for forecast reconciliation as parameters in a general linear model in order to quantify its uncertainty. This implies that forecast reconciliation can be formulated as an orthogonal projection…

统计方法学 · 统计学 2024-02-12 Jan Kloppenborg Møller , Peter Nystrup , Poul G. Hjorth , Henrik Madsen

Multivariate time series forecasting with hierarchical structure is pervasive in real-world applications, demanding not only predicting each level of the hierarchy, but also reconciling all forecasts to ensure coherency, i.e., the forecasts…

机器学习 · 计算机科学 2025-03-04 Shiyu Wang , Fan Zhou , Yinbo Sun , Lintao Ma , James Zhang , Yangfei Zheng

Time series forecasts of different temporal granularity are widely used in real-world applications, e.g., sales prediction in days and weeks for making different inventory plans. However, these tasks are usually solved separately without…

机器学习 · 计算机科学 2024-06-21 Fan Zhou , Chen Pan , Lintao Ma , Yu Liu , James Zhang , Jun Zhou , Hongyuan Mei , Weitao Lin , Zi Zhuang , Wenxin Ning , Yunhua Hu , Siqiao Xue

Combining forecast from different models has shown to perform better than single forecast in most time series. To improve the quality of forecast we can go for combining forecast. We study the effect of decomposing a series into multiple…

应用统计 · 统计学 2013-03-04 Manisha Gahirwal

Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…

统计方法学 · 统计学 2025-10-27 Daniele Girolimetto , Anastasios Panagiotelis , Tommaso Di Fonzo , Han Li

We study an optimal control problem where the objective is to find the best vaccine allocation during an epidemic outbreak. The epidemic dynamics is described by an age-structured SIR model with nonlocal interactions. Both the infection and…

最优化与控制 · 数学 2026-05-19 Luís Almeida , Romain Ducasse , Elisa Paparelli

Hierarchical time series demands exist in many industries and are often associated with the product, time frame, or geographic aggregations. Traditionally, these hierarchies have been forecasted using top-down, bottom-up, or middle-out…

Multivariate time series forecasting with hierarchical structure is widely used in real-world applications, e.g., sales predictions for the geographical hierarchy formed by cities, states, and countries. The hierarchical time series (HTS)…

机器学习 · 计算机科学 2023-10-10 Fan Zhou , Chen Pan , Lintao Ma , Yu Liu , Shiyu Wang , James Zhang , Xinxin Zhu , Xuanwei Hu , Yunhua Hu , Yangfei Zheng , Lei Lei , Yun Hu

We evaluate the efficiency of various heuristic strategies for allocating vaccines against COVID-19 and compare them to strategies found using optimal control theory. Our approach is based on a mathematical model which tracks the spread of…

Early on during a pandemic, vaccine availability is limited, requiring prioritisation of different population groups. Evaluating vaccine allocation is therefore a crucial element of pandemics response. In the present work, we develop a…