Perspectives on constrained forecasting

DOI10.1214/23-BA1379MaRDI QIDQ7025530zbMATH OpenFDO

Authors Mike West

Publication date 19 February 2025

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bayesian-analysis/volume-19/issue-4/Perspectives-on-Constrained-Forecasting/10.1214/23-BA1379.full

zbMATH Keywords

optimizationhierarchical forecastingforecast reconciliationBayesian forecastingmultivariate time series forecastingentropic tiltingBayesian predictive synthesisdistributions of loss

Mathematics Subject Classification ID

Statistics (62-XX) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Parametric inference under constraints (62F30) General considerations in statistical decision theory (62C05)

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Cited in

(1)

• Bayesian predictive synthesis with outcome-dependent pools

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