Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L, Athanasopoulos, George, Hyndman, Rob JLanguage:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.2018.1448825
Date:
March, 2018
File:
PDF, 1.44 MB
english, 2018