Using cross-temporal hierarchies to improve the forecasts from large datasets of high-frequency time series

Using cross-temporal hierarchies to improve the forecasts from large datasets of high-frequency time series
2021 ASA Joint Statistical Meeting
Authors:   Daniele Girolimetto , Tommaso Di Fonzo
Venue: Online
Links: Program
Authors

Daniele Girolimetto , Tommaso Di Fonzo

Published

August 2021