Abstract
Multiple, hierarchically organized time series are routinely submitted to the forecaster upon request to provide estimates of their future values, regardless the level occupied in the hierarchy. In this paper, a novel method for the prediction of hierarchically structured time series will be presented. The idea is to enhance the quality of the predictions obtained using a technique of the type forecast reconciliation, by applying this procedure to a set of optimally combined predictions, generated by different statistical models. The goodness of the proposed method will be evaluated using the official time series related to the number of people tested positive to the SARS-CoV-2 in each of the Italian regions, between February 24th 2020 and August 31th 2020.
Competing Interest Statement
The authors have declared no competing interest.
Funding Statement
No funding
Author Declarations
I confirm all relevant ethical guidelines have been followed, and any necessary IRB and/or ethics committee approvals have been obtained.
Yes
The details of the IRB/oversight body that provided approval or exemption for the research described are given below:
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All necessary patient/participant consent has been obtained and the appropriate institutional forms have been archived.
Yes
I understand that all clinical trials and any other prospective interventional studies must be registered with an ICMJE-approved registry, such as ClinicalTrials.gov. I confirm that any such study reported in the manuscript has been registered and the trial registration ID is provided (note: if posting a prospective study registered retrospectively, please provide a statement in the trial ID field explaining why the study was not registered in advance).
Yes
I have followed all appropriate research reporting guidelines and uploaded the relevant EQUATOR Network research reporting checklist(s) and other pertinent material as supplementary files, if applicable.
Yes
Data Availability
Data availability. The data that support the findings of this study are openly available in the section COVID-19/dati-regioni/ at the https://github.com/pcm-dpc/COVID-19/tree/master/dati-regioni.
https://github.com/pcm-dpc/COVID-19/tree/master/dati-regioni