99 citations · 388 across the 21 of their papers we have counts for
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econ.EM2021
Bayesian forecast combination using time-varying features
Li Li, Yanfei Kang, Feng Li
In this work, we propose a novel framework for density forecast combination by constructing time-varying weights based on time series features, which is called Feature-based Bayesi…
stat.ML2021★ 24 cited
Hierarchical forecasting with a top-down alignment of independent level forecasts
Matthias Anderer, Feng Li
Hierarchical forecasting with intermittent time series is a challenge in both research and empirical studies. Extensive research focuses on improving the accuracy of each hierarchy…