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Optimal forecast reconciliation for hierarchical and...

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Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization

Wickramasuriya, Shanika L, Athanasopoulos, George, Hyndman, Rob J
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Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.2018.1448825
Date:
March, 2018
File:
PDF, 1.44 MB
english, 2018
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