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Forecasting with Temporal Hierarchies

Citations

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Cited by:

  1. Kang, Yanfei & Spiliotis, Evangelos & Petropoulos, Fotios & Athiniotis, Nikolaos & Li, Feng & Assimakopoulos, Vassilios, 2021. "Déjà vu: A data-centric forecasting approach through time series cross-similarity," Journal of Business Research, Elsevier, vol. 132(C), pages 719-731.
  2. George Athanasopoulos & Nikolaos Kourentzes, 2021. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 10/21, Monash University, Department of Econometrics and Business Statistics.
  3. Dai, Hongyan & Xiao, Qin & Chen, Songlin & Zhou, Weihua, 2023. "Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach," International Journal of Production Economics, Elsevier, vol. 259(C).
  4. Kourentzes, Nikolaos & Athanasopoulos, George, 2019. "Cross-temporal coherent forecasts for Australian tourism," Annals of Tourism Research, Elsevier, vol. 75(C), pages 393-409.
  5. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  6. Jeon, Jooyoung & Panagiotelis, Anastasios & Petropoulos, Fotios, 2019. "Probabilistic forecast reconciliation with applications to wind power and electric load," European Journal of Operational Research, Elsevier, vol. 279(2), pages 364-379.
  7. Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021. "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
  8. Kourentzes, Nikolaos & Saayman, Andrea & Jean-Pierre, Philippe & Provenzano, Davide & Sahli, Mondher & Seetaram, Neelu & Volo, Serena, 2021. "Visitor arrivals forecasts amid COVID-19: A perspective from the Africa team," Annals of Tourism Research, Elsevier, vol. 88(C).
  9. Petropoulos, Fotios & Svetunkov, Ivan, 2020. "A simple combination of univariate models," International Journal of Forecasting, Elsevier, vol. 36(1), pages 110-115.
  10. Bergsteinsson, Hjörleifur G. & Sørensen, Mikkel Lindstrøm & Møller, Jan Kloppenborg & Madsen, Henrik, 2023. "Heat load forecasting using adaptive spatial hierarchies," Applied Energy, Elsevier, vol. 350(C).
  11. Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2019. "Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 804-819, April.
  12. Jaganathan, Srihari & Prakash, P.K.S., 2020. "A combination-based forecasting method for the M4-competition," International Journal of Forecasting, Elsevier, vol. 36(1), pages 98-104.
  13. Shang, Han Lin & Haberman, Steven, 2017. "Grouped multivariate and functional time series forecasting:An application to annuity pricing," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 166-179.
  14. de Hoog, Julian & Abdulla, Khalid, 2019. "Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1451-1459.
  15. Panagiotelis, Anastasios & Athanasopoulos, George & Gamakumara, Puwasala & Hyndman, Rob J., 2021. "Forecast reconciliation: A geometric view with new insights on bias correction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 343-359.
  16. Alexander, Carol & Rauch, Johannes, 2021. "A general property for time aggregation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 536-548.
  17. Fotios Petropoulos & Evangelos Spiliotis, 2021. "The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting," Forecasting, MDPI, vol. 3(3), pages 1-20, June.
  18. Kourentzes, Nikolaos & Barrow, Devon & Petropoulos, Fotios, 2019. "Another look at forecast selection and combination: Evidence from forecast pooling," International Journal of Production Economics, Elsevier, vol. 209(C), pages 226-235.
  19. Zhang, Gang & Yang, Dazhi & Galanis, George & Androulakis, Emmanouil, 2022. "Solar forecasting with hourly updated numerical weather prediction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 154(C).
  20. Leprince, Julien & Madsen, Henrik & Møller, Jan Kloppenborg & Zeiler, Wim, 2023. "Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads," Applied Energy, Elsevier, vol. 348(C).
  21. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "Predicting/hypothesizing the findings of the M5 competition," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1337-1345.
  22. Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020. "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, vol. 36(1), pages 15-28.
  23. Hollyman, Ross & Petropoulos, Fotios & Tipping, Michael E., 2021. "Understanding forecast reconciliation," European Journal of Operational Research, Elsevier, vol. 294(1), pages 149-160.
  24. Lila, Maurício Franca & Meira, Erick & Cyrino Oliveira, Fernando Luiz, 2022. "Forecasting unemployment in Brazil: A robust reconciliation approach using hierarchical data," Socio-Economic Planning Sciences, Elsevier, vol. 82(PB).
  25. Zhang, Bohan & Kang, Yanfei & Panagiotelis, Anastasios & Li, Feng, 2023. "Optimal reconciliation with immutable forecasts," European Journal of Operational Research, Elsevier, vol. 308(2), pages 650-660.
  26. Hakeem‐Ur Rehman & Guohua Wan & Raza Rafique, 2023. "A hybrid approach with step‐size aggregation to forecasting hierarchical time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 176-192, January.
  27. Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman, 2018. "Probabilisitic forecasts in hierarchical time series," Monash Econometrics and Business Statistics Working Papers 11/18, Monash University, Department of Econometrics and Business Statistics.
  28. Nystrup, Peter & Lindström, Erik & Møller, Jan K. & Madsen, Henrik, 2021. "Dimensionality reduction in forecasting with temporal hierarchies," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1127-1146.
  29. Emilio Carrizosa & Cristina Molero-Río & Dolores Romero Morales, 2021. "Mathematical optimization in classification and regression trees," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 5-33, April.
  30. Kourentzes, Nikolaos & Athanasopoulos, George, 2021. "Elucidate structure in intermittent demand series," European Journal of Operational Research, Elsevier, vol. 288(1), pages 141-152.
  31. Konstantinos Nikolopoulos & Fotios Petropoulos & Vasco Sanchez Rodrigues & Stephen Pettit & Anthony Beresford, 2019. "A risk-mitigation model driven from the level of forecastability of Black Swans: prepare and respond to major Earthquakes through a dynamic Temporal and Spatial Aggregation forecasting framework," Working Papers 19017, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  32. Yang, Dazhi & van der Meer, Dennis, 2021. "Post-processing in solar forecasting: Ten overarching thinking tools," Renewable and Sustainable Energy Reviews, Elsevier, vol. 140(C).
  33. George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
  34. Athanasopoulos, George & Kourentzes, Nikolaos, 2023. "On the evaluation of hierarchical forecasts," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1502-1511.
  35. Di Fonzo, Tommaso & Girolimetto, Daniele, 2023. "Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives," International Journal of Forecasting, Elsevier, vol. 39(1), pages 39-57.
  36. Nikolopoulos, Konstantinos, 2021. "We need to talk about intermittent demand forecasting," European Journal of Operational Research, Elsevier, vol. 291(2), pages 549-559.
  37. Spiliotis, Evangelos & Nikolopoulos, Konstantinos & Assimakopoulos, Vassilios, 2019. "Tales from tails: On the empirical distributions of forecasting errors and their implication to risk," International Journal of Forecasting, Elsevier, vol. 35(2), pages 687-698.
  38. Evangelos Spiliotis & Fotios Petropoulos & Vassilios Assimakopoulos, 2019. "Improving the forecasting performance of temporal hierarchies," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-21, October.
  39. Svetunkov, Ivan & Chen, Huijing & Boylan, John E., 2023. "A new taxonomy for vector exponential smoothing and its application to seasonal time series," European Journal of Operational Research, Elsevier, vol. 304(3), pages 964-980.
  40. Abouarghoub, Wessam & Nomikos, Nikos K. & Petropoulos, Fotios, 2018. "On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 113(C), pages 225-238.
  41. George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan, 2019. "Hierarchical Forecasting," Monash Econometrics and Business Statistics Working Papers 2/19, Monash University, Department of Econometrics and Business Statistics.
  42. Li Bai & Pierre Pinson, 2019. "Distributed Reconciliation in Day-Ahead Wind Power Forecasting," Energies, MDPI, vol. 12(6), pages 1-19, March.
  43. Yang, Dazhi & Wu, Elynn & Kleissl, Jan, 2019. "Operational solar forecasting for the real-time market," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1499-1519.
  44. Li, Chongshou & Lim, Andrew, 2018. "A greedy aggregation–decomposition method for intermittent demand forecasting in fashion retailing," European Journal of Operational Research, Elsevier, vol. 269(3), pages 860-869.
  45. Huber, Jakob & Stuckenschmidt, Heiner, 2021. "Intraday shelf replenishment decision support for perishable goods," International Journal of Production Economics, Elsevier, vol. 231(C).
  46. Kim C. Raath & Katherine B. Ensor, 2023. "Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 150-176, May.
  47. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2020. "The M4 Competition: 100,000 time series and 61 forecasting methods," International Journal of Forecasting, Elsevier, vol. 36(1), pages 54-74.
  48. Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
  49. Panagiotelis, Anastasios & Gamakumara, Puwasala & Athanasopoulos, George & Hyndman, Rob J., 2023. "Probabilistic forecast reconciliation: Properties, evaluation and score optimisation," European Journal of Operational Research, Elsevier, vol. 306(2), pages 693-706.
  50. Sagaert, Yves R. & Kourentzes, Nikolaos & De Vuyst, Stijn & Aghezzaf, El-Houssaine & Desmet, Bram, 2019. "Incorporating macroeconomic leading indicators in tactical capacity planning," International Journal of Production Economics, Elsevier, vol. 209(C), pages 12-19.
  51. Spiliotis, Evangelos & Petropoulos, Fotios & Kourentzes, Nikolaos & Assimakopoulos, Vassilios, 2018. "Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption," MPRA Paper 91762, University Library of Munich, Germany.
  52. Miroslav Navratil & Andrea Kolkova, 2019. "Decomposition and Forecasting Time Series in the Business Economy Using Prophet Forecasting Model," Central European Business Review, Prague University of Economics and Business, vol. 2019(4), pages 26-39.
  53. Chen, Xiaoyang & Du, Yang & Lim, Enggee & Fang, Lurui & Yan, Ke, 2022. "Towards the applicability of solar nowcasting: A practice on predictive PV power ramp-rate control," Renewable Energy, Elsevier, vol. 195(C), pages 147-166.
  54. Mikkel L. Sørensen & Peter Nystrup & Mathias B. Bjerregård & Jan K. Møller & Peder Bacher & Henrik Madsen, 2023. "Recent developments in multivariate wind and solar power forecasting," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 12(2), March.
  55. Bergsteinsson, Hjörleifur G. & Møller, Jan Kloppenborg & Nystrup, Peter & Pálsson, Ólafur Pétur & Guericke, Daniela & Madsen, Henrik, 2021. "Heat load forecasting using adaptive temporal hierarchies," Applied Energy, Elsevier, vol. 292(C).
  56. Spiliotis, Evangelos & Petropoulos, Fotios & Kourentzes, Nikolaos & Assimakopoulos, Vassilios, 2020. "Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption," Applied Energy, Elsevier, vol. 261(C).
  57. Shaub, David, 2020. "Fast and accurate yearly time series forecasting with forecast combinations," International Journal of Forecasting, Elsevier, vol. 36(1), pages 116-120.
  58. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
  59. Jeroen Rombouts & Marie Ternes & Ines Wilms, 2024. "Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning," Papers 2402.09033, arXiv.org.
  60. Pritularga, Kandrika F. & Svetunkov, Ivan & Kourentzes, Nikolaos, 2021. "Stochastic coherency in forecast reconciliation," International Journal of Production Economics, Elsevier, vol. 240(C).
  61. Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015. "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers 15/15, Monash University, Department of Econometrics and Business Statistics.
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