Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine
Learning

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Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning

14 February 2024

Jeroen Rombouts

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Papers citing "Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning"

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Title
Point and probabilistic forecast reconciliation for general linearly constrained multiple time series Daniele Girolimetto Tommaso Di Fonzo AI4TS 15 8 0 09 May 2023
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues Daniele Girolimetto George Athanasopoulos Tommaso Di Fonzo Rob J. Hyndman AI4TS 68 8 0 30 Mar 2023
End-to-End Modeling Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow based Reconciliation Shiyu Wang Fan Zhou Yinbo Sun Lintao Ma James Y. Zhang Yang Zheng BDL AI4TS 55 8 0 28 Dec 2022
Hierarchical forecasting with a top-down alignment of independent level forecasts Matthias Anderer Feng Li AI4TS 39 14 0 15 Mar 2021
Hierarchical forecast reconciliation with machine learning Evangelos Spiliotis M. Abolghasemi Rob J. Hyndman F. Petropoulos Vassilios Assimakopoulos 31 46 0 03 Jun 2020
Consistent Individualized Feature Attribution for Tree Ensembles Scott M. Lundberg G. Erion Su-In Lee FAtt TDI 66 1,401 0 12 Feb 2018
A Unified Approach to Interpreting Model Predictions Scott M. Lundberg Su-In Lee FAtt 1.1K 21,939 0 22 May 2017
XGBoost: A Scalable Tree Boosting System Tianqi Chen Carlos Guestrin 809 38,961 0 09 Mar 2016