Alvarado Valencia, Jorge Andrés; García Buitrago, … - In: Revista de Métodos Cuantitativos para la Economía y … 15 (2013), pp. 45-64
Hierarchical aggregation/disaggregation of time series in order to make forecasts is a frequent challenge in business and econometric scenarios. This work presents a novel approach for selecting an adequate time series disaggregation level as a starting point for making forecasts. The...
