登录 注册

Coherent Hierarchical Forecasting for Proportion and Discrete Time Series

🔗 访问原文
🔗 Access Paper

📝 摘要
Abstract

Hierarchical and grouped time series arise when a multivariate time series is forced to satisfy a set of aggregation constraints, motivating forecast reconciliation methods that ensure coherent forecasts of such hierarchical structures. Many real-world applications involve discrete or bounded supports, introducing additional challenges that are not addressed Gaussian-based reconciliation methods. We develop a post-hoc hierarchical forecasting approach to construct coherent forecast hierarchies for discrete and bounded time series. The method constructs coherent forecasts by convolution and exponential tilting, preserving the distributional properties and the underlying support throughout the hierarchy. We evaluate the proposed approach against state-of-the-art reconciliation methods for both discrete and continuous settings, demonstrating strong performance across a range of experiments. Through simulation studies and empirical applications in epidemiological and demographic data, we show that the method provides reliable and coherent distributional forecasts in challenging scenarios.

📊 文章统计
Article Statistics

基础数据
Basic Stats

107 浏览
Views
0 下载
Downloads
30 引用
Citations

引用趋势
Citation Trend

阅读国家分布
Country Distribution

阅读机构分布
Institution Distribution

月度浏览趋势
Monthly Views

相关关键词
Related Keywords

影响因子分析
Impact Analysis

6.60 综合评分
Overall Score
引用影响力
Citation Impact
浏览热度
View Popularity
下载频次
Download Frequency

📄 相关文章
Related Articles

海洋智能分析Ocean AI Analysis

正在分析中,请稍候…Analyzing, please wait…
海洋智能体 🌊
海洋智能体
AI科研助手 · 3618篇文献
我看到你正在阅读一篇文献,需要我帮你解读摘要、推荐相关论文,或者分析研究方法论吗?