Efficient Forecasting of Large-Scale Hierarchical Time Series via Multilevel Clustering
We propose a novel approach to cluster hierarchical time series (HTS) for efficient forecasting and data analysis. Inspired by a practically important but unstudied problem, we found that leveraging local information when clustering HTS leads to a better performance. The clustering procedure we prop...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-06-01
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| Series: | Engineering Proceedings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2673-4591/39/1/31 |