Coherent Probabilistic Forecasts for Hierarchical Time Series.
Souhaib Ben TaiebJames W. TaylorRob J. HyndmanPublished in: ICML (2017)
Keyphrases
- generative model
- bayesian networks
- multiscale
- probabilistic model
- non stationary
- short term
- dynamic time warping
- data driven
- historical data
- discrete valued
- probabilistic approaches
- subsequence matching
- multivariate time series
- hierarchical model
- sequential data
- symbolic representation
- probabilistic reasoning
- latent variables
- probabilistic logic
- hierarchical clustering
- information theoretic
- hierarchical bayesian
- case study
- decision trees