Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization

Shanika L Wickramasuriya, George Athanasopoulos, Rob J Hyndman
  • Journal of the American Statistical Association, March 2018, Taylor & Francis
  • DOI: 10.1080/01621459.2018.1448825

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http://dx.doi.org/10.1080/01621459.2018.1448825

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