Hierarchical Forecasting with Polynomial Nets.

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Studies in Computational Intelligence 199:305-315 (2009)
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Abstract

This article presents a two level hierarchical forecasting model developed in a consulting project for a Brazilian magazine publishing company. The first level uses a VARMA model and considers econometric variables. The second level takes into account qualitative aspects of each publication issue, and is based on polynomial networks generated by Genetic Programming (GP).

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Julio Michael Stern
University of São Paulo

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