Forecasting with Temporal Hierarchies

By | August 13, 2015

This is a talk that I am giving today at the University of Sydney Business School. This research builds upon MAPA and cross-sectional hierarchical forecasting, in particular optimal combinations. Temporal hierarchies reconcile across time, resulting in accurate short and long-term forecasts that can lead to aligned plans and decisions.

Temporal hierarchies can be used with any time series and forecasting method, even expert judgement, overcoming the limitations of MAPA, but retaining all its strengths.

You can find the presentation here and a working paper here.

R code for temporal hierarchies will be released soon.

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