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Forecasting with Temporal Hierarchies

Citations

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Cited by:

  1. de Hoog, Julian & Abdulla, Khalid, 2019. "Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1451-1459.
  2. Abolghasemi, Mahdi & Tarr, Garth & Bergmeir, Christoph, 2024. "Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions," International Journal of Forecasting, Elsevier, vol. 40(2), pages 597-615.
  3. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "Predicting/hypothesizing the findings of the M5 competition," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1337-1345.
  4. Konstantinos Nikolopoulos & Fotios Petropoulos & Vasco Sanchez Rodrigues & Stephen Pettit & Anthony Beresford, 2019. "A risk-mitigation model driven from the level of forecastability of Black Swans: prepare and respond to major Earthquakes through a dynamic Temporal and Spatial Aggregation forecasting framework," Working Papers 19017, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  5. Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021. "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
  6. Girolimetto, Daniele & Athanasopoulos, George & Di Fonzo, Tommaso & Hyndman, Rob J., 2024. "Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1134-1151.
  7. Svetunkov, Ivan & Chen, Huijing & Boylan, John E., 2023. "A new taxonomy for vector exponential smoothing and its application to seasonal time series," European Journal of Operational Research, Elsevier, vol. 304(3), pages 964-980.
  8. Olivares, Kin G. & Meetei, O. Nganba & Ma, Ruijun & Reddy, Rohan & Cao, Mengfei & Dicker, Lee, 2024. "Probabilistic hierarchical forecasting with deep Poisson mixtures," International Journal of Forecasting, Elsevier, vol. 40(2), pages 470-489.
  9. Pritularga, Kandrika F. & Svetunkov, Ivan & Kourentzes, Nikolaos, 2021. "Stochastic coherency in forecast reconciliation," International Journal of Production Economics, Elsevier, vol. 240(C).
  10. Kourentzes, Nikolaos & Athanasopoulos, George, 2019. "Cross-temporal coherent forecasts for Australian tourism," Annals of Tourism Research, Elsevier, vol. 75(C), pages 393-409.
  11. Fotios Petropoulos & Evangelos Spiliotis, 2021. "The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting," Forecasting, MDPI, vol. 3(3), pages 1-20, June.
  12. Nystrup, Peter & Lindström, Erik & Møller, Jan K. & Madsen, Henrik, 2021. "Dimensionality reduction in forecasting with temporal hierarchies," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1127-1146.
  13. Kourentzes, Nikolaos & Athanasopoulos, George, 2021. "Elucidate structure in intermittent demand series," European Journal of Operational Research, Elsevier, vol. 288(1), pages 141-152.
  14. Evangelos Spiliotis & Fotios Petropoulos & Vassilios Assimakopoulos, 2019. "Improving the forecasting performance of temporal hierarchies," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-21, October.
  15. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  16. Di Fonzo, Tommaso & Girolimetto, Daniele, 2024. "Forecast combination-based forecast reconciliation: Insights and extensions," International Journal of Forecasting, Elsevier, vol. 40(2), pages 490-514.
  17. Zhang, Bohan & Kang, Yanfei & Panagiotelis, Anastasios & Li, Feng, 2023. "Optimal reconciliation with immutable forecasts," European Journal of Operational Research, Elsevier, vol. 308(2), pages 650-660.
  18. Sagaert, Yves R. & Kourentzes, Nikolaos & De Vuyst, Stijn & Aghezzaf, El-Houssaine & Desmet, Bram, 2019. "Incorporating macroeconomic leading indicators in tactical capacity planning," International Journal of Production Economics, Elsevier, vol. 209(C), pages 12-19.
  19. Spiliotis, Evangelos & Petropoulos, Fotios & Kourentzes, Nikolaos & Assimakopoulos, Vassilios, 2018. "Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption," MPRA Paper 91762, University Library of Munich, Germany.
  20. Corani, Giorgio & Azzimonti, Dario & Rubattu, Nicolò, 2024. "Probabilistic reconciliation of count time series," International Journal of Forecasting, Elsevier, vol. 40(2), pages 457-469.
  21. Miroslav Navratil & Andrea Kolkova, 2019. "Decomposition and Forecasting Time Series in the Business Economy Using Prophet Forecasting Model," Central European Business Review, Prague University of Economics and Business, vol. 2019(4), pages 26-39.
  22. Kang, Yanfei & Spiliotis, Evangelos & Petropoulos, Fotios & Athiniotis, Nikolaos & Li, Feng & Assimakopoulos, Vassilios, 2021. "Déjà vu: A data-centric forecasting approach through time series cross-similarity," Journal of Business Research, Elsevier, vol. 132(C), pages 719-731.
  23. Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2019. "Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 804-819, April.
  24. Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018. "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers 11/18, Monash University, Department of Econometrics and Business Statistics.
  25. Kourentzes, Nikolaos & Saayman, Andrea & Jean-Pierre, Philippe & Provenzano, Davide & Sahli, Mondher & Seetaram, Neelu & Volo, Serena, 2021. "Visitor arrivals forecasts amid COVID-19: A perspective from the Africa team," Annals of Tourism Research, Elsevier, vol. 88(C).
  26. Jeroen Rombouts & Marie Ternes & Ines Wilms, 2024. "Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning," Papers 2402.09033, arXiv.org, revised May 2024.
  27. Panagiotelis, Anastasios & Athanasopoulos, George & Gamakumara, Puwasala & Hyndman, Rob J., 2021. "Forecast reconciliation: A geometric view with new insights on bias correction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 343-359.
  28. Ana Caroline Pinheiro & Paulo Canas Rodrigues, 2024. "Hierarchical Time Series Forecasting of Fire Spots in Brazil: A Comprehensive Approach," Stats, MDPI, vol. 7(3), pages 1-24, June.
  29. 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.
  30. Alexander, Carol & Rauch, Johannes, 2021. "A general property for time aggregation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 536-548.
  31. 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).
  32. Emilio Carrizosa & Cristina Molero-Río & Dolores Romero Morales, 2021. "Mathematical optimization in classification and regression trees," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 5-33, April.
  33. Li, Chongshou & Lim, Andrew, 2018. "A greedy aggregation–decomposition method for intermittent demand forecasting in fashion retailing," European Journal of Operational Research, Elsevier, vol. 269(3), pages 860-869.
  34. Kim C. Raath & Katherine B. Ensor, 2023. "Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 150-176, May.
  35. Mikkel L. Sørensen & Peter Nystrup & Mathias B. Bjerregård & Jan K. Møller & Peder Bacher & Henrik Madsen, 2023. "Recent developments in multivariate wind and solar power forecasting," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 12(2), March.
  36. Spiliotis, Evangelos & Petropoulos, Fotios & Kourentzes, Nikolaos & Assimakopoulos, Vassilios, 2020. "Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption," Applied Energy, Elsevier, vol. 261(C).
  37. Shang, Han Lin & Haberman, Steven, 2017. "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 166-179.
  38. Zhang, Gang & Yang, Dazhi & Galanis, George & Androulakis, Emmanouil, 2022. "Solar forecasting with hourly updated numerical weather prediction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 154(C).
  39. Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020. "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, vol. 36(1), pages 15-28.
  40. Athanasopoulos, George & Kourentzes, Nikolaos, 2023. "On the evaluation of hierarchical forecasts," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1502-1511.
  41. Wellens, Arnoud P. & Boute, Robert N. & Udenio, Maximiliano, 2024. "Simplifying tree-based methods for retail sales forecasting with explanatory variables," European Journal of Operational Research, Elsevier, vol. 314(2), pages 523-539.
  42. Panagiotelis, Anastasios & Gamakumara, Puwasala & Athanasopoulos, George & Hyndman, Rob J., 2023. "Probabilistic forecast reconciliation: Properties, evaluation and score optimisation," European Journal of Operational Research, Elsevier, vol. 306(2), pages 693-706.
  43. Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015. "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers 15/15, Monash University, Department of Econometrics and Business Statistics.
  44. Dai, Hongyan & Xiao, Qin & Chen, Songlin & Zhou, Weihua, 2023. "Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach," International Journal of Production Economics, Elsevier, vol. 259(C).
  45. Jeon, Jooyoung & Panagiotelis, Anastasios & Petropoulos, Fotios, 2019. "Probabilistic forecast reconciliation with applications to wind power and electric load," European Journal of Operational Research, Elsevier, vol. 279(2), pages 364-379.
  46. Petropoulos, Fotios & Svetunkov, Ivan, 2020. "A simple combination of univariate models," International Journal of Forecasting, Elsevier, vol. 36(1), pages 110-115.
  47. Bergsteinsson, Hjörleifur G. & Sørensen, Mikkel Lindstrøm & Møller, Jan Kloppenborg & Madsen, Henrik, 2023. "Heat load forecasting using adaptive spatial hierarchies," Applied Energy, Elsevier, vol. 350(C).
  48. Li Bai & Pierre Pinson, 2019. "Distributed Reconciliation in Day-Ahead Wind Power Forecasting," Energies, MDPI, vol. 12(6), pages 1-19, March.
  49. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2020. "The M4 Competition: 100,000 time series and 61 forecasting methods," International Journal of Forecasting, Elsevier, vol. 36(1), pages 54-74.
  50. Jaganathan, Srihari & Prakash, P.K.S., 2020. "A combination-based forecasting method for the M4-competition," International Journal of Forecasting, Elsevier, vol. 36(1), pages 98-104.
  51. Kourentzes, Nikolaos & Barrow, Devon & Petropoulos, Fotios, 2019. "Another look at forecast selection and combination: Evidence from forecast pooling," International Journal of Production Economics, Elsevier, vol. 209(C), pages 226-235.
  52. Lila, Maurício Franca & Meira, Erick & Cyrino Oliveira, Fernando Luiz, 2022. "Forecasting unemployment in Brazil: A robust reconciliation approach using hierarchical data," Socio-Economic Planning Sciences, Elsevier, vol. 82(PB).
  53. Yang, Dazhi & van der Meer, Dennis, 2021. "Post-processing in solar forecasting: Ten overarching thinking tools," Renewable and Sustainable Energy Reviews, Elsevier, vol. 140(C).
  54. Colin O. Quinn & George F. Corliss & Richard J. Povinelli, 2024. "Cross-Temporal Hierarchical Forecast Reconciliation of Natural Gas Demand," Energies, MDPI, vol. 17(13), pages 1-18, June.
  55. Nikolopoulos, Konstantinos, 2021. "We need to talk about intermittent demand forecasting," European Journal of Operational Research, Elsevier, vol. 291(2), pages 549-559.
  56. Abouarghoub, Wessam & Nomikos, Nikos K. & Petropoulos, Fotios, 2018. "On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 113(C), pages 225-238.
  57. George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan, 2019. "Hierarchical Forecasting," Monash Econometrics and Business Statistics Working Papers 2/19, Monash University, Department of Econometrics and Business Statistics.
  58. Yang, Dazhi & Wu, Elynn & Kleissl, Jan, 2019. "Operational solar forecasting for the real-time market," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1499-1519.
  59. Bergsteinsson, Hjörleifur G. & Møller, Jan Kloppenborg & Nystrup, Peter & Pálsson, Ólafur Pétur & Guericke, Daniela & Madsen, Henrik, 2021. "Heat load forecasting using adaptive temporal hierarchies," Applied Energy, Elsevier, vol. 292(C).
  60. George Athanasopoulos & Nikolaos Kourentzes, 2021. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 10/21, Monash University, Department of Econometrics and Business Statistics.
  61. Hollyman, Ross & Petropoulos, Fotios & Tipping, Michael E., 2021. "Understanding forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 294(1), pages 149-160.
  62. Hakeem‐Ur Rehman & Guohua Wan & Raza Rafique, 2023. "A hybrid approach with step‐size aggregation to forecasting hierarchical time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 176-192, January.
  63. Møller, Jan Kloppenborg & Nystrup, Peter & Madsen, Henrik, 2024. "Likelihood-based inference in temporal hierarchies," International Journal of Forecasting, Elsevier, vol. 40(2), pages 515-531.
  64. George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
  65. Di Fonzo, Tommaso & Girolimetto, Daniele, 2023. "Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives," International Journal of Forecasting, Elsevier, vol. 39(1), pages 39-57.
  66. Spiliotis, Evangelos & Nikolopoulos, Konstantinos & Assimakopoulos, Vassilios, 2019. "Tales from tails: On the empirical distributions of forecasting errors and their implication to risk," International Journal of Forecasting, Elsevier, vol. 35(2), pages 687-698.
  67. Huber, Jakob & Stuckenschmidt, Heiner, 2021. "Intraday shelf replenishment decision support for perishable goods," International Journal of Production Economics, Elsevier, vol. 231(C).
  68. Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
  69. Chen, Xiaoyang & Du, Yang & Lim, Enggee & Fang, Lurui & Yan, Ke, 2022. "Towards the applicability of solar nowcasting: A practice on predictive PV power ramp-rate control," Renewable Energy, Elsevier, vol. 195(C), pages 147-166.
  70. Shaub, David, 2020. "Fast and accurate yearly time series forecasting with forecast combinations," International Journal of Forecasting, Elsevier, vol. 36(1), pages 116-120.
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