Grouped time series involve more general aggregation structures than hierarchical time series . With grouped time series, the structure does not naturally disaggregate in a unique hierarchical manner, and often the disaggregating factors are both nested and crossed.
Read moreWhat is multiple time series?
Multiple time series is just that: Multiple series instead of a single series . Multivariate time series is usually contrasted with univariate time series, where each observation at a time t is a vector of values instead of a single value.
Read more