Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues

Author:

Girolimetto DanieleORCID,Athanasopoulos GeorgeORCID,Di Fonzo TommasoORCID,Hyndman Rob J.ORCID

Publisher

Elsevier BV

Subject

Business and International Management

Reference59 articles.

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

2. Hierarchical forecasting;Athanasopoulos,2020

3. Forecast reconciliation: A review;Athanasopoulos;International Journal of Forecasting,2023

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

5. Coherent probabilistic forecasts for hierarchical time series;Ben Taieb,2017

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

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

2. Forecast reconciliation: A review;International Journal of Forecasting;2023-12

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