Coherent Probabilistic Forecasts for Hierarchical Time Series

Souhaib Ben Taieb, James W. Taylor, Rob J. Hyndman. Coherent Probabilistic Forecasts for Hierarchical Time Series. In Doina Precup, Yee Whye Teh, editors, Proceedings of the 34th International Conference on Machine Learning, ICML 2017, Sydney, NSW, Australia, 6-11 August 2017. Volume 70 of JMLR Workshop and Conference Proceedings, pages 3348-3357, JMLR.org, 2017. [doi]

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