Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19

DOI10.1007/978-3-031-16609-9_14MaRDI QIDQ6614825

Livio Fenga

Publication date: 8 October 2024

zbMATH Keywords

model uncertaintyforecast combinationtheta methodARFIMA modelARIMA modelSARS-CoV-2forecast reconciliationexponential smoothing model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Optimal combination forecasts for hierarchical time series
• Is there an optimal forecast combination?
• Long memory relationships and the aggregation of dynamic models
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Model Selection: An Integral Part of Inference
• Modelling methodology and forecast failure
• Least absolute value regression: recent contributions
• Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization

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