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pro vyhledávání: '"Zambon, Lorenzo"'
Reconciliation enforces coherence between hierarchical forecasts, in order to satisfy a set of linear constraints. While most works focus on the reconciliation of the point forecasts, we consider probabilistic reconciliation and we analyze the proper
Externí odkaz:
http://arxiv.org/abs/2303.15135
Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is called reco
Externí odkaz:
http://arxiv.org/abs/2210.02286
Publikováno v:
In International Journal of Forecasting October-December 2024 40(4):1438-1448
Publikováno v:
Statistics & Computing; Feb2024, Vol. 34 Issue 1, p1-15, 15p