Simultaneously Reconciled Quantile Forecasting of Hierarchically Related Time Series

Xing Han, Sambarta Dasgupta, Joydeep Ghosh. Simultaneously Reconciled Quantile Forecasting of Hierarchically Related Time Series. In Arindam Banerjee 0001, Kenji Fukumizu, editors, The 24th International Conference on Artificial Intelligence and Statistics, AISTATS 2021, April 13-15, 2021, Virtual Event. Volume 130 of Proceedings of Machine Learning Research, pages 190-198, PMLR, 2021. [doi]

Abstract

Abstract is missing.