Research map / Time series / Causal and generative time series
Regularization in Hierarchical Time Series Forecasting with Application to Electricity Smart Meter Data
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Revise forecasts with MinT or MinT-REG instead of bottom-up aggregation | bottom-up (BU) forecasts · GB smart meter hierarchy, aggregate levels | MSE | Helped |
| Add elastic-net sparsity penalty to MinT adjustments (MinT-REG vs MinT) | MinT · GB smart meter hierarchy | MSE | Mixed |
| Add elastic-net sparsity penalty to MinT adjustments (MinT-REG vs MinT) | MinT · GB smart meter hierarchy | number of non-zero adjustments | Helped |
| Reconcile base forecasts with MinT-REG at bottom level | BASE forecasts · GB smart meter hierarchy, bottom level | MSE | Helped |
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