Probabilistic forecast reconciliation: properties, evaluation and score optimisation (Q6106494)
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scientific article; zbMATH DE number 7705420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic forecast reconciliation: properties, evaluation and score optimisation |
scientific article; zbMATH DE number 7705420 |
Statements
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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