EMD Cross-Validation: Leontief vs Time-Series Hierarchy
Paper 5Hierarchy
Source
thesis-tests/tests/hierarchy/test_leontief_spectral.pypython thesis-tests/tests/hierarchy/test_leontief_spectral.py --figuresthesis-tests/tests/hierarchy/test_leontief_spectral.pypython thesis-tests/tests/hierarchy/test_leontief_spectral.py --figures