Working Paper Series , N . , November 2015 Comparing density forecasts of aggregated time series via bootstrap

@inproceedings{Grigoletto2015WorkingPS,
  title={Working Paper Series , N . , November 2015 Comparing density forecasts of aggregated time series via bootstrap},
  author={Matteo Grigoletto},
  year={2015}
}
When forecasting aggregated time series, several options are available. For example, the multivariate series or the individual time series might be predicted and then aggregated, or one may choose to forecast the aggregated series directly. While in theory an optimal disaggregated forecast will generally be superior (or at least not inferior) to forecasts… CONTINUE READING