fable.bayesRecon
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Fable.bayesRecon
Description
Implements the 'bayesRecon' probabilistic reconciliation methods within the 'fable' framework for hierarchical time series forecasting. Bayesian reconciliation (bayesRecon) methods are accessed via the 'reconcile' verb, following 'fable' conventions. For methodological background, see Corani et al. (2021) <doi:10.1007/978-3-030-67664-3_13>, Zambon et al. (2024a) <doi:10.1007/s11222-023-10343-y>, Zambon et al. (2024b) <https://proceedings.mlr.press/v244/zambon24a.html>, and Carrara et al. (2026) <doi:10.1016/j.ijforecast.2026.07.003>.
- Efficient probabilistic reconciliation of forecasts for real-valued and count time series
- Modeling uncertainty in the covariance matrix for probabilistic forecast reconciliation
- Probabilistic Reconciliation of Hierarchical Forecast via Bayes’ Rule
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