Simultaneously Reconciled Quantile Forecasting of Hierarchically Related Time Series.

Xing Han Sambarta Dasgupta Joydeep Ghosh

Published in: AISTATS (2021)

Keyphrases

weather forecasting
financial time series
short term
data sets
closely related
multivariate time series
machine learning
similarity measure
long term
symbolic representation
chaotic time series
electricity consumption
regularized kernel