Fast computation of reconciled forecasts for hierarchical and grouped time series
Year of publication: |
2014
|
---|---|
Authors: | Hyndman, Rob J ; Lee, Alan ; Wang, Earo |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | combining forecasts | grouped time series | hierarchical time series | reconciling forecasts | weighted least squares |
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