11.8 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. The later papers summarise previous results and present the most general theory: Wickramasuriya et al. (2019), Panagiotelis, Athanasopoulos, et al. (2020), Panagiotelis, Gamakumara, et al. (2020).
- Athanasopoulos et al. (2017) extends the reconciliation approach to deal with temporal hierarchies.
- The tourism example is discussed in more detail in Athanasopoulos et al. (2009), Wickramasuriya et al. (2019), and Kourentzes & Athanasopoulos (2019).