bayesRecon (Q160069)
From MaRDI portal
Probabilistic Reconciliation via Conditioning
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | bayesRecon |
Probabilistic Reconciliation via Conditioning |
Statements
19 December 2023
0 references
Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2022) <doi:10.48550/arXiv.2207.09322>, Bottom-Up Importance Sampling (Zambon et al., 2022) <doi:10.48550/arXiv.2210.02286>.
0 references
