Methodological Developments in Hierarchical Forecasting with Applications to Industrial Sales and Financial Volatility
Welikadage Perera
Many real-world forecasting problems involve multiple related time series connected across different levels through aggregation relationships. These are known as hierarchical time series. To forecast such interconnected series while accounting for their hierarchical structure, this thesis examines hierarchical forecast...
- Queensland University of Technology
- DOI: 10.5204/thesis.eprints.267849