10.9 Further reading
There are no other textbooks which cover hierarchical forecasting in any depth, so interested readers will need to tackle the original research papers for further information.
- Gross & Sohl (1990) provide a good introduction to the top-down approaches.
- The reconciliation methods were developed in a series of papers, which are best read in the following order: Hyndman, Ahmed, Athanasopoulos, & Shang (2011), Athanasopoulos, Ahmed, & Hyndman (2009), Hyndman, Lee, & Wang (2016), Wickramasuriya, Athanasopoulos, & Hyndman (2019).
- Athanasopoulos, Hyndman, Kourentzes, & Petropoulos (2017) extends the reconciliation approach to deal with temporal hierarchies.