相关论文: Rediscovering Bottom-Up: Effective Forecasting in …

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

This paper focuses on forecasting hierarchical time-series data, where each higher-level observation equals the sum of its corresponding lower-level time series. In such contexts, the forecast values should be coherent, meaning that the…

In hierarchical forecasting, the process of forecast reconciliation transforms a set of "base" or "raw" forecasts, which do not satisfy the hierarchical aggregation constraints in the real data, into a set of "coherent" forecasts, which do…

A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovative approach extends hierarchical forecast reconciliation to…

Forecast reconciliation is a post-forecasting process aimed to improve the quality of the base forecasts for a system of hierarchical/grouped time series (Hyndman et al., 2011). Contemporaneous (cross-sectional) and temporal hierarchies…

Cross-temporal forecast reconciliation aims to ensure consistency across forecasts made at different temporal and cross-sectional levels. We explore the relationships between sequential, iterative, and optimal combination approaches, and…

Forecast reconciliation has attracted significant research interest in recent years, with most studies taking the hierarchy of time series as given. We extend existing work that uses time series clustering to construct hierarchies, with the…

Some time series can be hierarchically organized into levels based on certain characteristics, such as geography or other attributes of interest. These series are referred to as hierarchical time series. Typically, forecasts are generated…

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

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…

Time series often appear in an additive hierarchical structure. In such cases, time series on higher levels are the sums of their subordinate time series. This hierarchical structure places a natural constraint on forecasts. However,…

The practical importance of coherent forecasts in hierarchical forecasting has inspired many studies on forecast reconciliation. Under this approach, so-called base forecasts are produced for every series in the hierarchy and are…

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…

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…

We encounter time series data in many domains such as finance, physics, business, and weather. One of the main tasks of time series analysis, one that helps to take informed decisions under uncertainty, is forecasting. Time series are often…

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…

Hierarchical forecasting with intermittent time series is a challenge in both research and empirical studies. Extensive research focuses on improving the accuracy of each hierarchy, especially the intermittent time series at bottom levels.…

Aggregation constraints, arising from geographical or sectoral division, frequently emerge in a large set of time series. Coherent forecasts of these constrained series are anticipated to conform to their hierarchical structure organized by…

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

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…