Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization (Q5231508)
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scientific article; zbMATH DE number 7098391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization |
scientific article; zbMATH DE number 7098391 |
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Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization (English)
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27 August 2019
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aggregation
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Australian tourism
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coherent forecasts
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contemporaneous error correlation
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forecast combinations
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spatial correlations
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