3 papers
stat.ME2026
Billions-Scale Forecast Reconciliation
Tianyu Wang, Matthew C. Johnson, Steven Klee +1
The problem of combining multiple forecasts of related quantities that obey expected equality and additivity constraints, often referred to a hierarchical forecast reconciliation,…
cs.LG2025
Measuring Time Series Forecast Stability for Demand Planning
Steven Klee, Yuntian Xia
Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in fo…
cs.LG2025
Time Series Forecastability Measures
Rui Wang, Steven Klee, Alexis Roos
This paper proposes using two metrics to quantify the forecastability of time series prior to model development: the spectral predictability score and the largest Lyapunov exponent…