TS-8: Hierarchical Time Series

Hierarchical structures are all around us: at work, at home, in sports, in Jordan Peterson lectures - and most interestingly from the point of view of this talk, in time series data. Whether you are dealing with supply chain, sales or tourism (or other examples that escape me), your time series is likely to have some sort of hierarchical structure that can be exploited for predicting the future more accurately. In this episode we will talk about the different methods …

hierarchical series time series