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Forecasting hierarchical time series R package
I have to forecast a large set of (hierarchical) time series and since the R package hts allows for confidence intervals for their ensemble, I'd like to use it. I haven't found an example of how to ...
2
votes
4
answers
1k
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Forecasting at individual versus grouped level
I have monthly usage data (spanning 3 years) for a customer base of around 200K, and I need to generate 1-month ahead forecasts for each of them. There are a couple of exogenous variables that would ...