Large Scale Hierarchical Industrial Demand Time-Series Forecasting incorporating Sparsity
纳入稀疏性的 大规模层级工业需求时间序列预测
Hierarchical time-series forecasting (HTSF) is an important problem for many real-world business applications where the goal is to simultaneously forecast multiple time-series that are related to each other via a hierarchical relation. Recent works, however, do not address two important challenges that are typically observed in many demand forecasting applications at large companies. First, many time-series at lower levels of the hierarchy have high sparsity i.e., they have…