Understanding forecast reconciliation
From MaRDI portal
Publication:2031082
DOI10.1016/j.ejor.2021.01.017zbMath1487.62113OpenAlexW3120276500WikidataQ113875439 ScholiaQ113875439MaRDI QIDQ2031082
Ross Hollyman, Fotios Petropoulos, Michael E. Tipping
Publication date: 8 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2021.01.017
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Optimal reconciliation with immutable forecasts ⋮ Efficient probabilistic reconciliation of forecasts for real-valued and count time series
Uses Software
Cites Work
- Unnamed Item
- Optimal combination forecasts for hierarchical time series
- Complete subset regressions with large-dimensional sets of predictors
- Fast computation of reconciled forecasts for hierarchical and grouped time series
- Integrated hierarchical forecasting
- Forecasting with temporal hierarchies
- Exploring the sources of uncertainty: why does bagging for time series forecasting work?
- Laplace's theories of cognitive illusions, heuristics and biases
- Temporal hierarchies with autocorrelation for load forecasting
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- The horseshoe estimator for sparse signals
- Bayesian Variable Selection in Linear Regression
- Forecasting Using Principal Components From a Large Number of Predictors
- Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
