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Showing 1 to 3 of 3 for “"Hierarchical Forecasting"”.
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Hierarchical forecasting of electricity demand in South Africa
The study focuses on the application of hierarchical time series in forecasting electricity demand using South African data. The methods used are top-down, bottom-up and optimal combination. The top-down method is based on the disaggregation of the forecasts of the total series and distribute these …
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Essays in Hierarchical Time Series Forecasting and Forecast Combination
… of three original contributions to empirical forecasting research. Chapter 1 introduces the dissertation. Chapter 2 contributes to the literature on hierarchical time series (HTS) modelling by proposing a disaggregated forecasting system for both inflation rate and its volatility. Using …