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arXivEconometrics & Forecasting

Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series

The paper outlines a successful method for point and probabilistic forecasting using a mix of machine learning models, as demonstrated in the M5 Competition, highlighting the significance of diverse models and careful validation example selection.

Featured in No. 23 on 25 Oct 2023 · 6 days after release · 17 citations today · published in International Journal of Forecasting

Released
19 Oct 2023
First featured
No. 23 · 25 Oct 2023
Citations (Semantic Scholar)
17
Influential citations
0
Published in
International Journal of Forecasting
Shares when featured
5
Identifier
doi:10.1016/j.ijforecast.2022.01.001

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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