Machine learning applications in time series hierarchical forecasting

no code implementations • 1 Dec 2019 • Mahdi Abolghasemi, Rob J. Hyndman, Garth Tarr, Christoph Bergmeir

We perform an in-depth analysis of 61 groups of time series with different volatilities and show that ML models are competitive and outperform some well-established models in the literature.

BIG-bench Machine Learning Time Series +1