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hierarchical forecasting

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time series forecasting (4) coherent forecasting (1) hierarchical time series (1) electricity demand (1) aggregation constraint (1) adaptive reconciliation (1) neural optimization (1) temporal granularity (1) temporal hierarchy forecasting (1) granularity message passing (1)

Papers

GMP-AR: Granularity Message Passing and Adaptive Reconciliation for Temporal Hierarchy Forecasting AAAI 2024 Dirichlet Proportions Model for Hierarchically Coherent Probabilistic Forecasting UAI 2023 SLOTH: Structured Learning and Task-Based Optimization for Time Series Forecasting on Hierarchies AAAI 2023 Simultaneously Reconciled Quantile Forecasting of Hierarchically Related Time Series AISTATS 2021 Hierarchical Electricity Time Series Forecasting for Integrating Consumption Patterns Analysis and Aggregation Consistency IJCAI 2018