2 papers
stat.ME2024
Enhancing Forecasts Using Real-Time Data Flow and Hierarchical Forecast Reconciliation, with Applications to the Energy Sector
Lukas Neubauer, Peter Filzmoser
A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovati…
stat.ME2024
Rediscovering Bottom-Up: Effective Forecasting in Temporal Hierarchies
Lukas Neubauer, Peter Filzmoser
Forecast reconciliation has become a prominent topic in recent forecasting literature, with a primary distinction made between cross-sectional and temporal hierarchies. This work f…