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.

Bibliography

Athanasopoulos, G., Ahmed, R. A., & Hyndman, R. J. (2009). Hierarchical forecasts for Australian domestic tourism. International Journal of Forecasting, 25, 146–166. [DOI]
Athanasopoulos, George, Gamakumara, P., Panagiotelis, A., Hyndman, R. J., & Affan, M. (2020). Hierarchical forecasting. In P. Fuleky (Ed.), Macroeconomic forecasting in the era of big data (pp. 689–719). Springer. [DOI]
Athanasopoulos, G., Hyndman, R. J., Kourentzes, N., & Petropoulos, F. (2017). Forecasting with temporal hierarchies. European Journal of Operational Research, 262(1), 60–74. [DOI]
Gross, C. W., & Sohl, J. E. (1990). Disaggregation methods to expedite product line forecasting. Journal of Forecasting, 9, 233–254. [DOI]
Kourentzes, N., & Athanasopoulos, G. (2019). Cross-temporal coherent forecasts for Australian tourism. Annals of Tourism Research, 75, 393–409. [DOI]
Panagiotelis, A., Athanasopoulos, G., Gamakumara, P., & Hyndman, R. J. (2021). Forecast reconciliation: A geometric view with new insights on bias correction. International Journal of Forecasting, 37(1), 343–359. [DOI]
Panagiotelis, A., Gamakumara, P., Athanasopoulos, G., & Hyndman, R. J. (2020). Probabilistic forecast reconciliation: Properties, evaluation and score optimisation (Working Paper No. 26/20). Department of Econometrics & Business Statistics, Monash University. http://robjhyndman.com/publications/coherentprob/
Wickramasuriya, S. L., Athanasopoulos, G., & Hyndman, R. J. (2019). Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. Journal of the American Statistical Association, 114(526), 804–819. [DOI]