A Method for Hierarchical Time Series Reconciliation via Learning the Optimal Projection

Researchers

Georgia Perakis / Pin-Yu Chen / Yada Zhu / Asterios Tsiourvas / Wei Sun

Departments: Sloan School of Management, Operations Research
Technology Areas: Artificial Intelligence (AI) and Machine Learning (ML) / Computer Science: Bioinformatics, Networking & Signals / Sensing & Imaging: Imaging
Impact Areas: Connected World

  • hierarchical time series forecasting
    United States of America | Pending

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