A machine learning approach for forecasting hierarchical time series.
Paolo MancusoVeronica PiccialliAntonio Maria SudosoPublished in: Expert Syst. Appl. (2021)
Keyphrases
- weather forecasting
- financial time series
- forecasting accuracy
- arma model
- box jenkins
- exponential smoothing
- dynamic time warping
- chaotic time series
- short term
- data sets
- forecasting model
- hierarchical clustering
- stock market
- garch model
- non stationary
- mackey glass
- hierarchical model
- hierarchical classification
- multivariate time series
- moving average