10.9 더 읽을 거리

일반적인 깊이에 대한 계층적 예측을 다루는 다른 교과서는 없습니다. 관심 있는 독자는 더 많은 내용이 필요한 경우에 기법을 제시한 연구 논문을 읽어야 할 것입니다.

  • Gross & Sohl (1990) 에서는 하향식 접근 방식을 훌륭하게 소개합니다.
  • 조정 기법은 일련의 논문을 통해 발전했습니다. 다음과 같은 순서로 읽으면 좋을 것입니다: Hyndman et al. (2011), Athanasopoulos et al. (2009), Hyndman, Lee, & Wang (2016), Wickramasuriya et al. (2019).
  • Athanasopoulos, Hyndman, Kourentzes, & Petropoulos (2017) 에서는 시간적 계층구조를 다루도록 조정 기법을 확장합니다.

참고 문헌

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/