The Sum and Its Parts: Judgmental Hierarchical Forecasting.

Mirko Kremer Enno Siemsen Douglas J. Thomas

Published in: Manag. Sci. (2016)

Keyphrases

short term
medium term
hierarchical model
objective function
prediction model
weighted sum
exchange rate
decision making
hierarchical structure
support vector regression
hierarchical representation
load forecasting
aggregation functions