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Showing 1 to 1 of 1 for “"Dynamic Model Selection"”.
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Essays in Hierarchical Time Series Forecasting and Forecast Combination
… the literature on hierarchical time series (HTS) modelling by proposing a disaggregated forecasting system for both inflation rate and its volatility. Using monthly data that underlies the Retail Prices Index for the UK, we analyse the dynamics of the inflation process. We examine patterns in the …