Skip to main content

All Questions

Filter by
Sorted by
Tagged with
4 votes
1 answer
6k views

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 ...
Konsta's user avatar
  • 238
2 votes
4 answers
1k views

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 ...
garamach's user avatar