Simultaneously Reconciled Quantile Forecasting of Hierarchically Related Time Series.

Xing Han Sambarta Dasgupta Joydeep Ghosh

Published in: CoRR (2021)

Keyphrases

weather forecasting
short term
financial time series
box jenkins
neural network
arma model
garch model
forecasting accuracy
multivariate time series
closely related
bayesian networks
data structure
chaotic time series
exponential smoothing
grey model
case study
feature selection