GENERALIZED EXPONENTIAL SMOOTHING IN PREDICTION OF HIERARCHICAL TIME SERIES

Daniel Kosiorowski, Dominik Mielczarek (), Jerzy P. Rydlewski () and Małgorzata Snarska ()
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Daniel Kosiorowski: Department of Statistics, Cracow University of Economics
Dominik Mielczarek: AGH University of Science and Technology, Faculty of Applied Mathematics
Jerzy P. Rydlewski: AGH University of Science and Technology, Faculty of Applied Mathematics
Małgorzata Snarska: Department of Financial Markets, Cracow University of Economics

Statistics in Transition New Series, 2018, vol. 19, issue 2, 331-350

Abstract: Shang and Hyndman (2017) proposed a grouped functional time series forecasting approach as a combination of individual forecasts obtained using...

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:19:y:2018:i:2:p:331-350

DOI: 10.21307/stattrans-2018-019

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