Home

TS-8: Hierarchical Time Series

URL
https://www.youtube.com/watch?v=7ZTarg4QYR4
Views
178
Description
Hierarchical structures are all around us: at work, at home, in sports, in Jordan Peterson lectures - and most interestingly from the point of view of this talk, in time series data. Whether you are dealing with supply chain, sales or tourism (or other examples that escape me), your time series is likely to have some sort of hierarchical structure that can be exploited for predicting the future more accurately. In this episode we will talk about the different methods for reconciliation of hierarchical time series: combining the forecasts at different levels of aggregation in a consistent and efficient manner. Notebook: https://www.kaggle.com/code/konradb/ts-8-hierarchical-time-series
Rating
5
Name
Abhishek Thakur
Date
2022/07/28
TOP