Probabilistic forecast reconciliation: properties, evaluation and score optimisation (Q6106494): Difference between revisions

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Revision as of 09:44, 30 July 2024

scientific article; zbMATH DE number 7705420
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Probabilistic forecast reconciliation: properties, evaluation and score optimisation
scientific article; zbMATH DE number 7705420

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    Probabilistic forecast reconciliation: properties, evaluation and score optimisation (English)
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    3 July 2023
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    forecasting
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    scoring rules
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    hierarchical time series
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    stochastic gradient descent
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