Probabilistic Forecast Reconciliation under the Gaussian Framework

DOI10.1080/07350015.2023.2181176arXiv2103.11128OpenAlexW3138812205MaRDI QIDQ6150364

Shanika L. Wickramasuriya

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.11128

zbMATH Keywords

projectionscoherentscoring ruleshierarchical time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Efficient probabilistic reconciliation of forecasts for real-valued and count time series

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