A Bayesian hierarchical model integrates coherence penalization and level-specific focus into forecasting estimation, yielding improved predictive accuracy on simulated and Australian tourism data.
Probabilistic Forecasting.Annual Review of Statistics and Its Application, 1 (1):125–151, January 2014
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Hierarchical Bayes meets hierarchical forecasting: A flexible framework for level-focused forecasts
A Bayesian hierarchical model integrates coherence penalization and level-specific focus into forecasting estimation, yielding improved predictive accuracy on simulated and Australian tourism data.