Web: http://arxiv.org/abs/2206.07940

June 17, 2022, 1:10 a.m. | Harshavardhan Kamarthi, Lingkai Kong, Alexander Rodríguez, Chao Zhang, B. Aditya Prakash

cs.LG updates on arXiv.org arxiv.org

Probabilistic hierarchical time-series forecasting is an important variant of
time-series forecasting, where the goal is to model and forecast multivariate
time-series that have underlying hierarchical relations. Most methods focus on
point predictions and do not provide well-calibrated probabilistic forecasts
distributions. Recent state-of-art probabilistic forecasting methods also
impose hierarchical relations on point predictions and samples of distribution
which does not account for coherency of forecast distributions. Previous works
also silently assume that datasets are always consistent with given
hierarchical relations and …

arxiv forecasting hierarchical lg time

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