Forecasting Hierarchical Time Series
层级时间序列预测
This paper addresses a common problem with hierarchical time series. Time series analysis demands the series for a model to be the sum of multiple series at corresponding sub-levels. Hierarchical Time Series presents a two-fold problem. First, each individual time series model at each level in the hierarchy must be estimated separately. Second, those models must maintain their hierarchical structure over the specified period of time, which is complicated by performance…