10.9 拓展阅读

没有其他教科书涵盖对分层预测的任何深度的介绍,因此感兴趣的读者需要参考最初的研究论文以获取更多信息。

  • Gross & Sohl (1990) 提供了对自上而下方法的很好的介绍。
  • 调和方法是在一系列论文中发展出来的,最好按以下顺序阅读: Hyndman et al. (2011)Athanasopoulos et al. (2009)Hyndman, Lee, & Wang (2016)Wickramasuriya et al. (2019)
  • Athanasopoulos, Hyndman, Kourentzes, & Petropoulos (2017) 将调和方法拓展到用来处理时间分层结构。

参考文献

Athanasopoulos, G., Ahmed, R. A., & Hyndman, R. J. (2009). Hierarchical forecasts for Australian domestic tourism. International Journal of Forecasting, 25, 146–166. https://robjhyndman.com/publications/hierarchical-tourism/

Athanasopoulos, G., Hyndman, R. J., Kourentzes, N., & Petropoulos, F. (2017). Forecasting with temporal hierarchies. European Journal of Operational Research, 262(1), 60–74. https://robjhyndman.com/publications/temporal-hierarchies/

Gross, C. W., & Sohl, J. E. (1990). Disaggregation methods to expedite product line forecasting. Journal of Forecasting, 9, 233–254. https://doi.org/10.1002/for.3980090304

Hyndman, R. J., Ahmed, R. A., Athanasopoulos, G., & Shang, H. L. (2011). Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. https://robjhyndman.com/publications/hierarchical/

Hyndman, R. J., Lee, A., & Wang, E. (2016). Fast computation of reconciled forecasts for hierarchical and grouped time series. Computational Statistics and Data Analysis, 97, 16–32. https://robjhyndman.com/publications/hgts/

Wickramasuriya, S. L., Athanasopoulos, G., & Hyndman, R. J. (2019). Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. J American Statistical Association, 114(526), 804–819. https://robjhyndman.com/publications/mint/