All Questions
7 questions
1
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R: Fable - forecasting hierarchical time series with transformation
I have a hierarchical time series, with two sub-series that have significantly different behaviours. One subseries would definitely benefit from Box-Cox transformation to stabilise the variance.
Is ...
0
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0
answers
184
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Forecasting many stores sales with optimal reconciliation and regression
I am forecasting many stores sales via the optimal reconciliation approach. The problem is that forecasts are not as accurate as I would like.
Edit:
Part of the problem is that a small subset of ...
- 2,051
1
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0
answers
1k
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Group time series examples
I am looking for group time series examples. I am working on two hierarchies and interested in interactions also.
Couple of challenges I am facing
I have 36 months data and many of the series has ...
- 11
0
votes
1
answer
46
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Is there any statistical cost to adding further levels to a time series hierarchy from a forecast perspective?
For example, when using gts() and forecast.gts() in r, should I prefer a model of product category -> product OR product category -> product -> subproduct?
What does it depend on?
6
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2
answers
1k
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Why can't we use top-down methods in forecasting grouped time series?
As I asked in here I was trying to forecast grouped time series with two grouping variables and I find some limitation of hierarchical forecasting methods. In particular, using hts package from R, we ...
- 63
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 ...
- 43
4
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1
answer
6k
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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 ...
- 238