FoRecoML

MaRDI QIDQ7375304CRANFDO

Authors Daniele Girolimetto, Yangzhuoran Fin Yang, Jeroen Rombouts, Ines Wilms

Last update 9 July 2026

Copyright license GNU General Public License

Software version identifier 1.0.0, 1.1.0, PACKAGES.rds, 1.1.1

Description

Nonlinear forecast reconciliation with machine learning in cross-sectional (Spiliotis et al. 2021 <doi:10.1016/j.asoc.2021.107756>), temporal, and cross-temporal (Rombouts et al. 2024 <doi:10.1016/j.ijforecast.2024.05.008>) frameworks.

Cites work

• Cross-temporal forecast reconciliation at digital platforms with machine learning
• Hierarchical forecast reconciliation with machine learning

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