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Forecast reconciliation: A geometric view with new insights on bias correction

  • Published:2021-01 Issue:1 Volume:37 Page:343-359
  • ISSN:0169-2070
  • Container-title:International Journal of Forecasting
  • language:en
  • Short-container-title:International Journal of Forecasting

Author:

Panagiotelis Anastasios,Athanasopoulos George,Gamakumara Puwasala,Hyndman Rob J.

Funder

Australian Research Council

ARC Centre of Excellence for Mathematical and Statistical Frontiers

Publisher

Elsevier BV

Subject

Business and International Management

Reference32 articles.

1. Hierarchical time series forecast in electrical grids;Almeida,2016

2. Hierarchical forecasts for Australian domestic tourism;Athanasopoulos;International Journal of Forecasting,2009

3. Hierarchical forecasting;Athanasopoulos,2020

4. Forecasting with temporal hierarchies;Athanasopoulos;European Journal of Operational Research,2017

5. On the evaluation of hierarchical forecasts;Athanasopoulos,2020

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1. Hierarchical forecasting at scale;International Journal of Forecasting;2024-10

2. Discrete forecast reconciliation;European Journal of Operational Research;2024-10

3. Properties of the reconciled distributions for Gaussian and count forecasts;International Journal of Forecasting;2024-10

4. Forecasting the waste production hierarchical time series with correlation structure;Optimization and Engineering;2024-07-02

5. Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach;Journal of Financial Econometrics;2024-06-27
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