Hyndman, Rob J.; Ahmed, Roman A.; Athanasopoulos, George; … - In: Computational Statistics & Data Analysis 55 (2011) 9, pp. 2579-2589
In many applications, there are multiple time series that are hierarchically organized and can be aggregated at several different levels in groups based on products, geography or some other features. We call these "hierarchical time series". They are commonly forecast using either a "bottom-up"...