choshin84 / learning_memo

personal learning memo
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Hierarchical Time Series #44

Open choshin84 opened 4 years ago

choshin84 commented 4 years ago

Tweet summary

Statistical approach how to ensure coherent forecast for hierarchical data set, 1) bottom-up to aggregate, 2) top-down to proportionally dis-aggregate, 3) middle approach to conduct both

Useful link

https://otexts.com/fpp2/hierarchical.html