Fast computation of reconciled forecasts for hierarchical and grouped time series

标题
Fast computation of reconciled forecasts for hierarchical and grouped time series
作者
关键词
Combining forecasts, Grouped time series, Hierarchical time series, Reconciling forecasts, Weighted least squares
出版物
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 97, Issue -, Pages 16-32
出版商
Elsevier BV
发表日期
2015-12-01
DOI
10.1016/j.csda.2015.11.007

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