2023
Coherent Probabilistic Forecasting of Temporal Hierarchies
Syama Sundar Rangapuram, Shubham Kapoor, Rajbir Singh Nirwan, Pedro Mercado, Tim Januschowski, Yuyang Wang +1
AISTATS 2023poster
Forecasts at different time granularities are required in practice for addressing various business problems starting from short-term operational to medium-term tactical and to long-term strategic planning. These forecasting problems are usually treated independently by learning different ML models w…