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Published in 2021 at "International Journal of Forecasting"
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…
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Keywords:
temporal hierarchies;
dimensionality reduction;
forecasting temporal;
dimensionality ... See more keywords