Should Aggregation Prior to Estimation Be the Rule?
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- Rostami-Tabar, Bahman & Babai, Mohamed Zied & Ducq, Yves & Syntetos, Aris, 2015. "Non-stationary demand forecasting by cross-sectional aggregation," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 297-309.
- Katrin Wesche, 1997. "The Stability of European Money Demand: An Investigation of M3H," Open Economies Review, Springer, vol. 8(4), pages 371-391, October.
- Duncan Simester & Artem Timoshenko & Spyros I. Zoumpoulis, 2020. "Targeting Prospective Customers: Robustness of Machine-Learning Methods to Typical Data Challenges," Management Science, INFORMS, vol. 66(6), pages 2495-2522, June.
- Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024.
"Forecast reconciliation: A review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
- Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011.
"Optimal combination forecasts for hierarchical time series,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2579-2589, September.
- Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics.
- Babai, M. Zied & Ali, Mohammad M. & Nikolopoulos, Konstantinos, 2012. "Impact of temporal aggregation on stock control performance of intermittent demand estimators: Empirical analysis," Omega, Elsevier, vol. 40(6), pages 713-721.
- Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009.
"Hierarchical forecasts for Australian domestic tourism,"
International Journal of Forecasting, Elsevier, vol. 25(1), pages 146-166.
- George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007. "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 12/07, Monash University, Department of Econometrics and Business Statistics, revised Nov 2007.
- Leprince, Julien & Madsen, Henrik & Møller, Jan Kloppenborg & Zeiler, Wim, 2023. "Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads," Applied Energy, Elsevier, vol. 348(C).
- Vivien Lévy-Garboua & François-Bernard Denizot, 1972. "Le problème de l'agrégation : un essai de synthèse," Revue Économique, Programme National Persée, vol. 23(1), pages 20-53.
- Moosa, Imad A. & Vaz, John, 2018. "Direct and Indirect Forecasting of Cross Exchange Rates," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 173-190.
- Glauber Eduardo de Oliveira Santos, 2009. "Research Note: Forecasting Tourism Demand by Disaggregated Time Series – Empirical Evidence from Spain," Tourism Economics, , vol. 15(2), pages 467-472, June.
- Pennings, Clint L.P. & van Dalen, Jan, 2017. "Integrated hierarchical forecasting," European Journal of Operational Research, Elsevier, vol. 263(2), pages 412-418.
- Nyankori, James Cyprian Okuk, 1984. "The Implications of Spatial Aggregation to Food Expenditure Projections," Working Papers 117653, Clemson University, Department of Agricultural and Applied Economics.
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