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Optimal non-negative forecast reconciliation - MaRDI portal

Optimal non-negative forecast reconciliation (Q2209697)

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Optimal non-negative forecast reconciliation
scientific article

    Statements

    title
    Optimal non-negative forecast reconciliation (English)
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    author
    Rob Hyndman
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    Turlach, Berwin A.
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    publication date
    4 November 2020
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    zbMATH Keywords
    aggregation
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    coherent forecasts
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    forecast reconciliation
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    hierarchical
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    least squares
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    non-negative
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    describes a project that uses
    forecast
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    foreach
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    Forecast
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    doParallel
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    quadprog
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    Identifiers

    Mathematics Subject Classification ID
    62M30
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    62M20
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    62M10
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    zbMATH DE Number
    7270181
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    OpenAlex ID
    W3015914828
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