Probabilistic Hierarchical Forecasting with Deep Poisson Mixtures

no code implementations • 25 Oct 2021 • Kin G. Olivares, O. Nganba Meetei, Ruijun Ma, Rohan Reddy, Mengfei Cao, Lee Dicker

Hierarchical forecasting problems arise when time series have a natural group structure, and predictions at multiple levels of aggregation and disaggregation across the groups are needed.

Time Series Time Series Analysis