Our dlsa paper is accepted in the Journal of Computational and Graphical Statistics

Authors:  Xuening Zhu, Feng Li and Hansheng Wang Abstract:  In this work we develop a distributed least squares approximation (DLSA) method, which is able to solve a large family of regression problems (e.g., linear regression, logistic regression, Cox’s model) on a distributed system. By approximating the local objective function using a local quadratic form, we are able to… Continue reading Our dlsa paper is accepted in the Journal of Computational and Graphical Statistics

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New Paper: Forecasting reconciliation with a top-down alignment of independent level forecasts

Authors: Matthias Anderer and Feng Li Abstract: Hierarchical forecasting with intermittent time series is a challenge in both research and empirical studies. The overall forecasting performance is heavily affected by the forecasting accuracy of intermittent time series at bottom levels. In this paper, we present a forecasting reconciliation approach that treats the bottom level forecast… Continue reading New Paper: Forecasting reconciliation with a top-down alignment of independent level forecasts

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