Hierarchical forecasting: The role of information
Fuente:
arXiv
Saved in:
| Main Authors: | Nguyen, Minh, Vahid, Farshid, Wickramasuriya, Shanika L |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Group selection and shrinkage: Structured sparsity for semiparametric additive models
by: Thompson, Ryan, et al.
Published: (2021)
by: Thompson, Ryan, et al.
Published: (2021)
Hierarchical Bayesian data selection
by: Cotter, Simon L.
Published: (2022)
by: Cotter, Simon L.
Published: (2022)
Modeling the uncertainty on the covariance matrix for probabilistic forecast reconciliation
by: Carrara, Chiara, et al.
Published: (2025)
by: Carrara, Chiara, et al.
Published: (2025)
Online detection of forecast model inadequacies using forecast errors
by: Grundy, Thomas, et al.
Published: (2025)
by: Grundy, Thomas, et al.
Published: (2025)
Insights into regression-based cross-temporal forecast reconciliation
by: Girolimetto, Daniele, et al.
Published: (2024)
by: Girolimetto, Daniele, et al.
Published: (2024)
Dynamic linear regression models for forecasting time series with semi long memory errors
by: Goodwin, Thomas, et al.
Published: (2024)
by: Goodwin, Thomas, et al.
Published: (2024)
Another look at forecast trimming for combinations: robustness, accuracy and diversity
by: Wang, Xiaoqian, et al.
Published: (2022)
by: Wang, Xiaoqian, et al.
Published: (2022)
Coherent forecast combination for linearly constrained multiple time series
by: Girolimetto, Daniele, et al.
Published: (2024)
by: Girolimetto, Daniele, et al.
Published: (2024)
A variational framework for modal estimation
by: LeMinh, Tâm, et al.
Published: (2026)
by: LeMinh, Tâm, et al.
Published: (2026)
rfBLT: Random Feature Bayesian Lasso Takens Model for time series forecasting
by: Nguyen, Thu, et al.
Published: (2025)
by: Nguyen, Thu, et al.
Published: (2025)
Forecast Linear Augmented Projection (FLAP): A free lunch to reduce forecast error variance
by: Yang, Yangzhuoran Fin, et al.
Published: (2024)
by: Yang, Yangzhuoran Fin, et al.
Published: (2024)
Efficient scenario analysis in real-time Bayesian election forecasting via sequential meta-posterior sampling
by: Han, Geonhee, et al.
Published: (2025)
by: Han, Geonhee, et al.
Published: (2025)
Identifying Hierarchical Structures in Network Data
by: Regueiro, Pedro, et al.
Published: (2024)
by: Regueiro, Pedro, et al.
Published: (2024)
A Marginal Maximum Likelihood Approach for Hierarchical Simultaneous Autoregressive Models with Missing Data
by: Wijayawardhana, Anjana, et al.
Published: (2024)
by: Wijayawardhana, Anjana, et al.
Published: (2024)
Discrete forecast reconciliation
by: Zhang, Bohan, et al.
Published: (2023)
by: Zhang, Bohan, et al.
Published: (2023)
A modelling framework for detecting and leveraging node-level information in Bayesian network inference
by: Xi, Xiaoyue, et al.
Published: (2023)
by: Xi, Xiaoyue, et al.
Published: (2023)
Weighted model calibration with spatial conditional information
by: Nguyen, Michele, et al.
Published: (2025)
by: Nguyen, Michele, et al.
Published: (2025)
Bures-Wasserstein Importance-Weighted Evidence Lower Bound: Exposition and Applications
by: Jiang, Peiwen, et al.
Published: (2026)
by: Jiang, Peiwen, et al.
Published: (2026)
Inversion-Free Natural Gradient Descent on Riemannian Manifolds
by: Draca, Dario, et al.
Published: (2026)
by: Draca, Dario, et al.
Published: (2026)
Tail calibration of probabilistic forecasts
by: Allen, Sam, et al.
Published: (2024)
by: Allen, Sam, et al.
Published: (2024)
Spatially-informed transformers: Injecting geostatistical covariance biases into self-attention for spatio-temporal forecasting
by: Calleo, Yuri
Published: (2025)
by: Calleo, Yuri
Published: (2025)
Consistent information criteria for regularized regression and loss-based learning problems
by: Zhang, Qingyuan, et al.
Published: (2024)
by: Zhang, Qingyuan, et al.
Published: (2024)
Semiparametric Growth-Curve Modeling in Hierarchical, Longitudinal Studies
by: Selukar, Rajesh
Published: (2025)
by: Selukar, Rajesh
Published: (2025)
Pooling information in likelihood-free inference
by: Frazier, David T., et al.
Published: (2022)
by: Frazier, David T., et al.
Published: (2022)
Nonstationary functional time series forecasting
by: Shang, Han Lin, et al.
Published: (2024)
by: Shang, Han Lin, et al.
Published: (2024)
Sensitivity of MCMC-based analyses to small-data removal
by: Nguyen, Tin D., et al.
Published: (2024)
by: Nguyen, Tin D., et al.
Published: (2024)
mpower: An R Package for Power Analysis of Exposure Mixture Studies via Monte Carlo Simulations
by: Nguyen, Phuc H., et al.
Published: (2022)
by: Nguyen, Phuc H., et al.
Published: (2022)
Streaming Sliced Optimal Transport
by: Nguyen, Khai
Published: (2025)
by: Nguyen, Khai
Published: (2025)
Minimum Specification Perturbation: Robustness as Distance-to-Falsification in Causal Inference
by: Dang, Hoang, et al.
Published: (2026)
by: Dang, Hoang, et al.
Published: (2026)
Analysis of multivariate event times under informative censoring using vine copula
by: Chen, Xinyuan, et al.
Published: (2025)
by: Chen, Xinyuan, et al.
Published: (2025)
Hierarchical additive interaction modelling with Gaussian process prior and its efficient implementation for multidimensional grid data
by: Ishida, Sahoko, et al.
Published: (2023)
by: Ishida, Sahoko, et al.
Published: (2023)
Bayesian variable selection using an informed reversible jump in imaging genetics: an application to schizophrenia
by: Montcho, Djidenou, et al.
Published: (2023)
by: Montcho, Djidenou, et al.
Published: (2023)
Beyond forecast leaderboards: Measuring individual model importance based on contribution to ensemble accuracy
by: Kim, Minsu, et al.
Published: (2024)
by: Kim, Minsu, et al.
Published: (2024)
Nonparametric tests for interaction in two-way ANOVA with balanced replications
by: Tran, Bao Khue, et al.
Published: (2024)
by: Tran, Bao Khue, et al.
Published: (2024)
Bayesian Optimization Sequential Surrogate (BOSS) Algorithm: Fast Bayesian Inference for a Broad Class of Bayesian Hierarchical Models
by: Li, Dayi, et al.
Published: (2024)
by: Li, Dayi, et al.
Published: (2024)
Surprisingly-early bias in forecasts for unscheduled events
by: Lehmann, Niklas V.
Published: (2025)
by: Lehmann, Niklas V.
Published: (2025)
Bayesian optimal experimental design with Wasserstein information criteria
by: Helin, Tapio, et al.
Published: (2025)
by: Helin, Tapio, et al.
Published: (2025)
Approximations to worst-case data dropping: unmasking failure modes
by: Huang, Jenny Y., et al.
Published: (2024)
by: Huang, Jenny Y., et al.
Published: (2024)
LARGE: A Locally Adaptive Regularization Approach for Estimating Gaussian Graphical Models
by: Nguyen, Ha, et al.
Published: (2026)
by: Nguyen, Ha, et al.
Published: (2026)
Order-based Structure Learning with Normalizing Flows
by: Kamkari, Hamidreza, et al.
Published: (2023)
by: Kamkari, Hamidreza, et al.
Published: (2023)
Similar Items
-
Group selection and shrinkage: Structured sparsity for semiparametric additive models
by: Thompson, Ryan, et al.
Published: (2021) -
Hierarchical Bayesian data selection
by: Cotter, Simon L.
Published: (2022) -
Modeling the uncertainty on the covariance matrix for probabilistic forecast reconciliation
by: Carrara, Chiara, et al.
Published: (2025) -
Online detection of forecast model inadequacies using forecast errors
by: Grundy, Thomas, et al.
Published: (2025) -
Insights into regression-based cross-temporal forecast reconciliation
by: Girolimetto, Daniele, et al.
Published: (2024)