Forecasting with temporal hierarchies

• DOI: 10.1016/j.ejor.2017.02.046
• Publication Date: 2017-03-07T19:12:47Z
• Authors: George Athanasopo...; Rob J. Hyndman; Nikolaos Kourentzes; Fotios Petropoulos
• Keywords: 330; jel:C53; 0211 other engineering and technologies; Simulation Methods; Statistical Decision Theory; 02 engineering and technology; jel:C44; 01 natural sciences; C44 - Operations Research; Hierarchical forecasting, temporal aggregation, reconciliation, forecast combination; Econometric and statistical methods; C53 - Forecasting and Prediction Methods; 0101 mathematics; Econometrics not elsewhere classified

This paper introduces the concept of Temporal Hierarchies for time series forecasting. A temporal