Hierarchical Time Series Forecasting with Python

Hierarchical forecasting is a method of forecasting time series data where the data is divided into multiple levels of aggregation. The levels can be thought of as a tree-like structure, where each level represents a different aggregation of the data. For example, the top level might represent total sales for a company, while the next level down might represent sales for each region, and the level below that might represent sales for each store within each region....

March 13, 2023 · 11 min · Mario Filho