相关论文: Iterative Trace Minimization for the Reconciliatio…

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…

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…

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 with reconciliation requires forecasting values of a hierarchy (e.g.~customer demand in a state and district), such that forecast values are linked (e.g.~ district forecasts should add up to the state forecast).…

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…

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,…

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…

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.…

Forecast reconciliation has become a prominent topic in recent forecasting literature, with a primary distinction made between cross-sectional and temporal hierarchies. This work focuses on temporal hierarchies, such as aggregating monthly…

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…

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…

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 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…

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)…

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…

In numerous applications, it is required to produce forecasts for multiple time-series at different hierarchy levels. An obvious example is given by the supply chain in which demand forecasting may be needed at a store, city, or country…

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

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…

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…

When forecasting time series with a hierarchical structure, the existing state of the art is to forecast each time series independently, and, in a post-treatment step, to reconcile the time series in a way that respects the hierarchy…