[EXSCINDED]

PONE-D-19-19038

Improving the forecasting performance of temporal hierarchies

PLOS ONE

Dear Dr. Petropoulos,

Thank you for submitting your manuscript to PLOS ONE. After careful consideration, we feel that it has merit but does not fully meet PLOS ONE’s publication criteria as it currently stands. Therefore, we invite you to submit a revised version of the manuscript that addresses the points raised during the review process.

I have appreciated that your manuscript addresses the problem of how temporal hierarchical forecasting can be improved but there were some concerns which need to be addressed before final acceptance. Please see the attached reviewer comments for further details about necessary revisions. When revising your manuscript, please consider all issues mentioned in the reviewers' comments carefully.

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We look forward to receiving your revised manuscript.

Kind regards,

Antonio Calcagnì, Ph.D.

Academic Editor

PLOS ONE

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Reviewers' comments:

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Comments to the Author

1. Is the manuscript technically sound, and do the data support the conclusions?

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Reviewer #1: Yes

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2. Has the statistical analysis been performed appropriately and rigorously?

Reviewer #1: Yes

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Reviewer #1: Yes

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Reviewer #1: Yes

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5. Review Comments to the Author

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Reviewer #1: The authors propose and discuss strategies to improve the performance of temporal hierarchical forecasting. They motivate their work by outlining drawbacks of current approaches and subsequently propose strategies to address them. The evaluation of the proposed methods on standard datasets underlines the effectiveness of the strategies.

I enjoyed reading the papers as it addresses an interesting and important topic and is generally well written. Overall, the paper is suitable for publication in PLOS ONE, but I have a few suggestions that would improve the paper.

1) Computational costs are mentioned in Section 3.1. How is this a (practically) relevant criteria for the rather short and monthly time series? How do the different strategies affect the total runtime? How much runtime do they add to the initial forecasts?

2) Where does Equation 5 come from? A more detailed explanation could be beneficial.

3) Why is the third strategy called seasonal shrinkage (damping seasonality)? Is it not just an indicator when temporal hierarchical forecasting, which would shrink the seasonality, should not be applied?

4) How does the temporal hierarchy which is considered for empirical evaluation look like? The fact that the forecast horizon covers 18 months (more than one year) and that the last 2 (4) predictions are excluded (in some cases) makes different hierarchies possible.

5) Why is the mean not used for bias-adjustments as introduced in Equations 3+4? You can still mention that the results are similar using the median operator.

6) Why are the results not tested for statistical significance?

7) Are the results comparable for SMAPE, which is also a frequently used accuracy measure?

8) While the result section contains all relevant information and the content is also structured, the structure can be improved. I would recommend making a better effort to disentangle the effects of the different strategies. This would also help to emphasize the answer to the initial research question: "What affects the performance?" All strategies improve the results, but how do they interact? Which is the most important strategy?

9) For how many time series yields the third strategy (seasonal shrinkage) different results?

Other remarks:

- page 3: figure -> Figure

- page 9+13: section -> Section

- page 9: descreibed -> described

- page 9+12+13: sub-section 3.x -> Section 3.x

- page 10+12+13: Fig 3/5/6 -> Figure 3/5/6

- page 10: two strategies -> three strategies ?

- The labels on Figures 3-6 are too small.

- Ref 10: doi looks broken

- Ref 19+20: ";." at the end?

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Reviewer #1: No

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Improving the forecasting performance of temporal hierarchies

PONE-D-19-19038R1

Dear Dr. Petropoulos,

We are pleased to inform you that your manuscript has been judged scientifically suitable for publication and will be formally accepted for publication once it complies with all outstanding technical requirements.

Within one week, you will receive an e-mail containing information on the amendments required prior to publication. When all required modifications have been addressed, you will receive a formal acceptance letter and your manuscript will proceed to our production department and be scheduled for publication.

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With kind regards,

Antonio Calcagnì, Ph.D.

Academic Editor

PLOS ONE