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PROFHIT: Probabilistic Robust Forecasting for Hierarchical Time-series.
Harshavardhan Kamarthi
Lingkai Kong
Alexander Rodríguez
Chao Zhang
B. Aditya Prakash
Published in:
CoRR (2022)
Keyphrases
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weather forecasting
computationally efficient
non stationary
exponential smoothing
probabilistic model
financial time series
bayesian networks
generative model
partial occlusion
uncertain data
exchange rate
probability theory
probabilistic logic
multivariate time series
forecasting accuracy
chaotic time series