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pro vyhledávání: '"Augusto, João P. S. C."'
Publikováno v:
ECML PKDD 2020: Proc. Machine Learning and Knowledge Discovery in Databases, 211 - 226
We present a novel approach for reconciling hierarchical forecasts, based on Bayes rule. We define a prior distribution for the bottom time series of the hierarchy, based on the bottom base forecasts. Then we update their distribution via Bayes rule,
Externí odkaz:
http://arxiv.org/abs/1906.03105
