Fast computation of reconciled forecasts for hierarchical and grouped time series
type: Item
instance of: scholarly article
title: Fast computation of reconciled forecasts for hierarchical and grouped time series
zbMATH Open document ID: 1468.62086
author: Rob J. Hyndman
author: Alan J. Lee
author: Earo Wang
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
full work available at URL: wp17-14.pdf
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6918489
zbMATH Keywords: combining forecasts
zbMATH Keywords: grouped time series
zbMATH Keywords: hierarchical time series
zbMATH Keywords: reconciling forecasts
zbMATH Keywords: weighted least squares
describes a project that uses: CRAIG
describes a project that uses: expsmooth
describes a project that uses: forecast
describes a project that uses: Forecast
describes a project that uses: LSQR
describes a project that uses: SPARSKIT
describes a project that uses: SparseM
describes a project that uses: hts
MaRDI profile type: Publication
OpenAlex ID: W2096571934
Wikidata QID: Q58297360
cites work: Q4100000
cites work: Optimal combination forecasts for hierarchical time series
cites work: Forecasting with exponential smoothing. The state space approach
cites work: LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
cites work: Restoring accounting constraints in time series -- methods and software for a statistical agency
cites work: Q4408719
DOI: 10.1016/J.CSDA.2015.11.007
description: scientific article; zbMATH DE number 6918489