Fast computation of reconciled forecasts for hierarchical and grouped time series

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Title
Fast computation of reconciled forecasts for hierarchical and grouped time series
Authors
Keywords
Combining forecasts, Grouped time series, Hierarchical time series, Reconciling forecasts, Weighted least squares
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 97, Issue -, Pages 16-32
Publisher
Elsevier BV
Online
2015-12-01
DOI
10.1016/j.csda.2015.11.007

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