Coherent Probabilistic Forecasts for Hierarchical Time Series
Souhaib Ben Taieb, James W. Taylor, Rob J. Hyndman
Abstract
Many applications require forecasts for a hierarchy comprising a set of time series along with aggregates of subsets of these series.
Topics & Concepts
HierarchyProbabilistic logicProbabilistic forecastingSeries (stratigraphy)Computer scienceTime seriesData miningSet (abstract data type)Data setMachine learningArtificial intelligenceProgramming languageEconomicsBiologyPaleontologyMarket economyEnergy Load and Power ForecastingForecasting Techniques and ApplicationsTraffic Prediction and Management Techniques