Coherency Loss for Hierarchical Time Series Forecasting
In hierarchical time series forecasting, some series are aggregated from others, producing a known coherency metric between series. We present a new method for enforcing coherency on hierarchical time series forecasts. We propose a new loss function, called Network Coherency Loss, that minimizes the...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2024
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| Online Access: | https://hdl.handle.net/1721.1/156799 |