Dimensionality reduction in forecasting with temporal hierarchies
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DOI: 10.1016/j.ijforecast.2020.12.003
Abstract: Abstract Combining forecasts from multiple temporal aggregation levels exploits information differences and mitigates model uncertainty, while reconciliation ensures a unified prediction that supports aligned decisions at different horizons. It can be challenging to estimate the… read more here.
Keywords: temporal hierarchies; dimensionality reduction; forecasting temporal; dimensionality ... See more keywords
Probabilistic Forecasting with Temporal Convolutional Neural Network
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DOI: 10.1016/j.neucom.2020.03.011
Abstract: We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric settings. More specifically, stacked… read more here.
Keywords: temporal convolutional; convolutional neural; probabilistic forecasting; neural network ... See more keywords