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unit8co / darts

A python library for user-friendly forecasting and anomaly detection on time series.
https://unit8co.github.io/darts/
Apache License 2.0
7.61k stars 830 forks source link

[New model] PROFHIT #1028

Open hrzn opened 2 years ago

hrzn commented 2 years ago

https://www.researchgate.net/publication/361359349_PROFHIT_Probabilistic_Robust_Forecasting_for_Hierarchical_Time-series/fulltext/62ac06ed40d84c1401b09d63/PROFHIT-Probabilistic-Robust-Forecasting-for-Hierarchical-Time-series.pdf

gdevos010 commented 2 years ago

An open source implementation can be found here:

https://github.com/AdityaLab/PROFHiT