Hierarchical Time Series Forecasting with Operator-Valued Kernels

arXiv:2610.18196 · stat.ML, cs.LG · Submitted 2026-10-13 · Read on arXiv

stat.ML, cs.LG

Submitted: 2026-10-13

Updated: 2026-10-13

Code: https://github.com/python-control/Slycot

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Time Series Forecasting — 1× in this paper · explained in 4 episodes

Sources

• Forecasting time series with constraints
• HierarchicalForecast: A Reference Framework for Hierarchical Forecasting in Python

Related papers

• Behavior of prediction performance metrics with rare events
• Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
• A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors
• Efficient quadratic entropy with distance sketches
• Embedding-Bias in Conditional Independence Testing
• From Log-Odds to Shapley Values: An Explanatory Geometry for the Weighted Naive Bayes Classifier