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
Improving the forecasting performance of temporal hierarchies
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DOI: 10.1371/journal.pone.0223422
Abstract: Temporal hierarchies have been widely used during the past few years as they are capable to provide more accurate coherent forecasts at different planning horizons. However, they still display some limitations, being mainly subject to… read more here.
Keywords: forecasting performance; performance temporal; temporal hierarchies; improving forecasting ... See more keywords