bayesRecon (Q160069): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Dario Filippo Azzimonti (Q97092) |
Added link to MaRDI item. |
||||||||||||||
(15 intermediate revisions by 2 users not shown) | |||||||||||||||
Property / last update | |||||||||||||||
| |||||||||||||||
Property / last update: 26 May 2023 / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Nicolò Rubattu / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Lorenzo Zambon / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Giorgio Corani / rank | |||||||||||||||
Property / copyright license | |||||||||||||||
Property / copyright license: GNU Lesser General Public License / rank | |||||||||||||||
Property / copyright license: GNU Lesser General Public License / qualifier | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: stats / rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: utils / rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: lpSolve / rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Probabilistic Reconciliation of Hierarchical Forecast via Bayes’ Rule / rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Probabilistic Reconciliation of Count Time Series / rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Efficient probabilistic reconciliation of forecasts for real-valued and count time series / rank | |||||||||||||||
Property / depends on software | |||||||||||||||
Property / depends on software: R / rank | |||||||||||||||
Property / software version identifier | |||||||||||||||
0.1.1 | |||||||||||||||
Property / software version identifier: 0.1.1 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 0.1.1 / qualifier | |||||||||||||||
publication date: 10 June 2023
| |||||||||||||||
Property / software version identifier | |||||||||||||||
0.1.2 | |||||||||||||||
Property / software version identifier: 0.1.2 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 0.1.2 / qualifier | |||||||||||||||
publication date: 24 August 2023
| |||||||||||||||
Property / software version identifier | |||||||||||||||
0.2.0 | |||||||||||||||
Property / software version identifier: 0.2.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / software version identifier: 0.2.0 / qualifier | |||||||||||||||
publication date: 19 December 2023
| |||||||||||||||
Property / last update | |||||||||||||||
19 December 2023
| |||||||||||||||
Property / last update: 19 December 2023 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / description | |||||||||||||||
Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2022) <doi:10.48550/arXiv.2207.09322>, Bottom-Up Importance Sampling (Zambon et al., 2022) <doi:10.48550/arXiv.2210.02286>. | |||||||||||||||
Property / description: Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2022) <doi:10.48550/arXiv.2207.09322>, Bottom-Up Importance Sampling (Zambon et al., 2022) <doi:10.48550/arXiv.2210.02286>. / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Dario Filippo Azzimonti / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Nicolò Rubattu / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Lorenzo Zambon / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Giorgio Corani / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / copyright license | |||||||||||||||
Property / copyright license: GNU Lesser General Public License / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / copyright license: GNU Lesser General Public License / qualifier | |||||||||||||||
edition/version: ≥ 3 (English) | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: stats / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: utils / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports | |||||||||||||||
Property / imports: lpSolve / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / imports: lpSolve / qualifier | |||||||||||||||
software version identifier: ≥ 5.6.18 | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Probabilistic Reconciliation of Hierarchical Forecast via Bayes’ Rule / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Probabilistic Reconciliation of Count Time Series / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Efficient probabilistic reconciliation of forecasts for real-valued and count time series / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / depends on software | |||||||||||||||
Property / depends on software: R / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 4.1.0 | |||||||||||||||
Property / MaRDI profile type | |||||||||||||||
Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
Normal rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 20:00, 12 March 2024
Probabilistic Reconciliation via Conditioning
Language | Label | Description | Also known as |
---|---|---|---|
English | bayesRecon |
Probabilistic Reconciliation via Conditioning |
Statements
19 December 2023
0 references
Provides methods for probabilistic reconciliation of hierarchical forecasts of time series. The available methods include analytical Gaussian reconciliation (Corani et al., 2021) <doi:10.1007/978-3-030-67664-3_13>, MCMC reconciliation of count time series (Corani et al., 2022) <doi:10.48550/arXiv.2207.09322>, Bottom-Up Importance Sampling (Zambon et al., 2022) <doi:10.48550/arXiv.2210.02286>.
0 references