Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?
Bohan Zhang, Anastasios Panagiotelis, Han Li
Topics & Concepts
Series (stratigraphy)Cluster analysisTime seriesEconometricsComputer scienceHierarchical clusteringArtificial intelligenceMathematicsMachine learningGeologyPaleontologyTime Series Analysis and ForecastingComplex Systems and Time Series AnalysisStock Market Forecasting Methods